+44.8%
MRK vs MAGS
+187.7%
-142.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -2.7% | +0.8% | -3.5% | -2.7% |
| 30D | +12.7% | +0.4% | +12.3% | +12.6% |
| 3M | +24.2% | +5.6% | +18.7% | +24.1% |
| 6M | +27.8% | +12.3% | +15.5% | +27.3% |
| YTD | +42.2% | +5.1% | +37.1% | +41.9% |
| 1Y | +80.2% | +14.0% | +66.2% | +78.9% |
| 3Y | +48.4% | +129.4% | -81.0% | +42.2% |
| All | +44.8% | +187.7% | -142.9% | +35.9% |
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