+67.2%
EFA vs MAGS
+186.6%
-119.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +1.2% | +1.2% | 0.0% | +0.8% |
| 30D | -0.7% | -0.1% | -0.6% | -0.7% |
| 3M | +6.4% | +3.8% | +2.6% | +4.9% |
| 6M | +11.4% | +13.2% | -1.9% | +6.6% |
| YTD | +14.0% | +4.7% | +9.3% | +11.8% |
| 1Y | +20.2% | +14.4% | +5.8% | +14.5% |
| 3Y | +68.2% | +128.6% | -60.4% | +25.8% |
| All | +67.2% | +186.6% | -119.5% | +16.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling