+74.3%
ECL vs MAGS
+186.6%
-112.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.8% | +1.2% | -2.0% | -1.0% |
| 30D | -2.5% | -0.1% | -2.4% | -2.5% |
| 3M | +8.3% | +3.8% | +4.5% | +7.4% |
| 6M | -1.1% | +13.2% | -14.3% | -3.8% |
| YTD | +6.5% | +4.7% | +1.8% | +5.1% |
| 1Y | +2.1% | +14.4% | -12.3% | -1.3% |
| 3Y | +57.6% | +128.6% | -70.9% | +29.8% |
| All | +74.3% | +186.6% | -112.4% | +33.8% |
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