+41.3%
MRK vs MAGS
+190.0%
-148.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.6% |
| 7D | -4.3% | +0.6% | -4.9% | -4.3% |
| 30D | +8.3% | +3.2% | +5.1% | +8.2% |
| 3M | +20.0% | +7.7% | +12.4% | +19.8% |
| 6M | +25.7% | +12.5% | +13.2% | +25.1% |
| YTD | +38.7% | +6.0% | +32.8% | +38.4% |
| 1Y | +74.7% | +14.4% | +60.3% | +73.5% |
| 3Y | +45.4% | +127.5% | -82.2% | +39.4% |
| All | +41.3% | +190.0% | -148.8% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling