+70.6%
ECL vs MAGS
+187.7%
-117.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -2.7% | +0.8% | -3.6% | -2.9% |
| 30D | -4.3% | +0.4% | -4.7% | -4.4% |
| 3M | +3.2% | +5.6% | -2.4% | +2.0% |
| 6M | -2.9% | +12.3% | -15.2% | -5.4% |
| YTD | +4.3% | +5.1% | -0.8% | +2.8% |
| 1Y | +1.6% | +14.0% | -12.3% | -1.6% |
| 3Y | +54.3% | +129.4% | -75.1% | +27.0% |
| All | +70.6% | +187.7% | -117.1% | +30.9% |
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 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