+55.7%
ENB vs MAGS
+188.2%
-132.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.8% |
| 7D | -0.2% | +0.5% | -0.8% | -0.2% |
| 30D | -2.2% | +1.5% | -3.7% | -2.3% |
| 3M | -10.5% | +0.5% | -11.0% | -10.4% |
| 6M | -5.1% | +11.6% | -16.7% | -5.4% |
| YTD | +9.0% | +5.3% | +3.7% | +8.9% |
| 1Y | +8.2% | +14.9% | -6.7% | +7.5% |
| 3Y | +67.8% | +128.9% | -61.1% | +55.6% |
| All | +55.7% | +188.2% | -132.4% | +40.2% |
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