+87.8%
EEM vs MAGS
+186.6%
-98.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +3.1% | +1.2% | +1.9% | +2.5% |
| 30D | +4.9% | -0.1% | +5.0% | +4.8% |
| 3M | +5.2% | +3.8% | +1.4% | +3.5% |
| 6M | +20.7% | +13.2% | +7.5% | +15.0% |
| YTD | +26.5% | +4.7% | +21.7% | +23.8% |
| 1Y | +37.8% | +14.4% | +23.5% | +30.8% |
| 3Y | +91.0% | +128.6% | -37.6% | +38.2% |
| All | +87.8% | +186.6% | -98.8% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling