+82.1%
ENTG vs MAGS
+187.1%
-105.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.7% |
| 7D | +5.1% | -1.8% | +6.9% | +7.2% |
| 30D | -8.5% | +1.1% | -9.6% | -10.0% |
| 3M | +6.7% | +7.7% | -1.0% | -2.5% |
| 6M | +17.7% | +11.7% | +6.0% | +3.7% |
| YTD | +63.5% | +4.9% | +58.6% | +54.7% |
| 1Y | +73.6% | +14.3% | +59.2% | +50.5% |
| 3Y | +44.6% | +128.9% | -84.4% | -38.4% |
| All | +82.1% | +187.1% | -105.0% | -39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling