+26.9%
MDT vs MAGS
+186.6%
-159.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +0.4% | +1.2% | -0.9% | +0.3% |
| 30D | +6.0% | -0.1% | +6.1% | +6.0% |
| 3M | +15.5% | +3.8% | +11.7% | +15.1% |
| 6M | +3.4% | +13.2% | -9.9% | +2.1% |
| YTD | -2.2% | +4.7% | -6.9% | -2.8% |
| 1Y | +2.6% | +14.4% | -11.8% | +0.9% |
| 3Y | +27.5% | +128.6% | -101.0% | +14.2% |
| All | +26.9% | +186.6% | -159.8% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling