+163.3%
EBAY vs MAGS
+190.0%
-26.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | +4.2% | +0.6% | +3.5% | +4.0% |
| 30D | +5.6% | +3.2% | +2.4% | +4.8% |
| 3M | -1.4% | +7.7% | -9.1% | -3.5% |
| 6M | +18.2% | +12.5% | +5.8% | +14.2% |
| YTD | +24.8% | +6.0% | +18.9% | +22.4% |
| 1Y | +18.0% | +14.4% | +3.6% | +13.9% |
| 3Y | +160.3% | +127.5% | +32.7% | +104.8% |
| All | +163.3% | +190.0% | -26.7% | +77.3% |
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