+42.0%
MRK vs MAGS
+187.1%
-145.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -5.0% | -1.8% | -3.2% | -5.0% |
| 30D | +11.0% | +1.1% | +9.9% | +10.9% |
| 3M | +22.4% | +7.7% | +14.7% | +22.1% |
| 6M | +25.4% | +11.7% | +13.7% | +24.9% |
| YTD | +39.5% | +4.9% | +34.6% | +39.2% |
| 1Y | +78.0% | +14.3% | +63.6% | +76.7% |
| 3Y | +45.5% | +128.9% | -83.4% | +39.5% |
| All | +42.0% | +187.1% | -145.1% | +33.3% |
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