+42.4%
MDT vs MAGS
+184.9%
-142.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +1.9% |
| 7D | +1.0% | +1.7% | -0.6% | +0.9% |
| 30D | +9.2% | -5.8% | +14.9% | +9.6% |
| 3M | +14.5% | +0.2% | +14.2% | +14.3% |
| 6M | +37.3% | -2.7% | +40.0% | +37.4% |
| YTD | +9.8% | +4.1% | +5.7% | +9.0% |
| 1Y | +10.5% | +7.5% | +3.0% | +9.4% |
| 3Y | +57.4% | +122.0% | -64.6% | +41.6% |
| All | +42.4% | +184.9% | -142.5% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling