+110.9%
EMR vs MAGS
+185.8%
-74.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +2.7% | +3.0% | -0.4% | +1.2% |
| 30D | +2.1% | -7.3% | +9.4% | +5.9% |
| 3M | +2.3% | +1.7% | +0.6% | +1.3% |
| 6M | +22.5% | -0.4% | +22.9% | +22.3% |
| YTD | +27.2% | +4.4% | +22.8% | +23.6% |
| 1Y | +28.0% | +5.1% | +22.9% | +24.0% |
| 3Y | +103.4% | +122.6% | -19.2% | +50.4% |
| All | +110.9% | +185.8% | -74.9% | +48.5% |
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