+63.2%
EFA vs MAGS
+126.1%
-62.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -2.4% | -1.8% | -0.6% | -1.8% |
| 30D | -2.2% | +1.1% | -3.3% | -2.6% |
| 3M | +5.7% | +7.7% | -2.1% | +2.9% |
| 6M | +8.2% | +11.7% | -3.5% | +4.0% |
| YTD | +11.8% | +4.9% | +6.9% | +9.5% |
| 1Y | +18.3% | +14.3% | +3.9% | +12.7% |
| All | +63.2% | +126.1% | -62.8% | +23.8% |
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 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