+17.8%
YUM vs MAGS
+128.4%
-110.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | -6.1% | +0.6% | -6.7% | -6.1% |
| 30D | -5.8% | +3.2% | -9.0% | -6.1% |
| 3M | -7.6% | +7.7% | -15.3% | -8.3% |
| 6M | -9.1% | +12.5% | -21.6% | -10.4% |
| YTD | -5.5% | +6.0% | -11.5% | -6.3% |
| 1Y | -3.7% | +14.4% | -18.1% | -5.5% |
| 3Y | +17.8% | +127.5% | -109.7% | +1.2% |
| All | +17.8% | +128.4% | -110.6% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling