+110.9%
EMR vs MAGS
+184.9%
-74.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +2.8% | +1.7% | +1.2% | +2.0% |
| 30D | +3.7% | -5.8% | +9.4% | +6.7% |
| 3M | +2.0% | +0.2% | +1.8% | +1.8% |
| 6M | +22.1% | -2.7% | +24.8% | +23.3% |
| YTD | +27.2% | +4.1% | +23.1% | +23.8% |
| 1Y | +32.0% | +7.5% | +24.5% | +26.5% |
| 3Y | +103.3% | +122.0% | -18.8% | +50.5% |
| All | +110.9% | +184.9% | -74.0% | +48.8% |
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 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