+80.1%
ECL vs MAGS
+126.1%
-46.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.6% |
| 7D | -0.5% | +1.3% | -1.9% | -0.7% |
| 30D | +8.8% | -6.3% | +15.2% | +10.1% |
| 3M | +7.8% | -0.1% | +7.9% | +7.7% |
| 6M | +21.3% | -0.8% | +22.1% | +21.2% |
| YTD | +17.8% | +4.7% | +13.0% | +16.1% |
| 1Y | +21.1% | +6.8% | +14.3% | +18.9% |
| 3Y | +80.1% | +128.9% | -48.8% | +53.2% |
| All | +80.1% | +126.1% | -46.0% | +53.2% |
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