+94.3%
ECL vs MAGS
+184.9%
-90.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +2.9% | +1.7% | +1.2% | +2.5% |
| 30D | +7.5% | -5.8% | +13.3% | +8.6% |
| 3M | +12.2% | +0.2% | +12.0% | +12.0% |
| 6M | +24.6% | -2.7% | +27.2% | +25.0% |
| YTD | +18.8% | +4.1% | +14.7% | +17.2% |
| 1Y | +19.3% | +7.5% | +11.8% | +17.0% |
| 3Y | +78.2% | +122.0% | -43.8% | +47.7% |
| All | +94.3% | +184.9% | -90.6% | +49.2% |
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 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