+55.9%
ENB vs MAGS
+187.7%
-131.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -0.3% | +0.8% | -1.1% | -0.3% |
| 30D | -1.1% | +0.4% | -1.5% | -1.1% |
| 3M | -8.5% | +5.6% | -14.0% | -8.5% |
| 6M | -4.5% | +12.3% | -16.9% | -4.9% |
| YTD | +9.1% | +5.1% | +4.0% | +9.1% |
| 1Y | +8.0% | +14.0% | -6.0% | +7.3% |
| 3Y | +77.8% | +129.4% | -51.6% | +64.8% |
| All | +55.9% | +187.7% | -131.7% | +40.3% |
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