-2.1%
ELV vs MAGS
+122.1%
-124.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | -0.1% |
| 7D | +1.0% | +1.7% | -0.7% | +1.0% |
| 30D | +0.4% | -5.8% | +6.2% | +0.3% |
| 3M | +8.4% | +0.2% | +8.1% | +8.4% |
| 6M | +8.4% | -2.7% | +11.1% | +8.3% |
| YTD | +24.4% | +4.1% | +20.3% | +24.1% |
| 1Y | +33.5% | +7.5% | +26.0% | +33.3% |
| 3Y | -2.1% | +122.0% | -124.1% | +0.4% |
| All | -2.1% | +122.1% | -124.2% | +0.4% |
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