+95.5%
ENTG vs MAGS
+184.9%
-89.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.4% |
| 7D | +15.2% | +1.7% | +13.5% | +13.3% |
| 30D | -3.6% | -5.8% | +2.1% | +4.3% |
| 3M | -10.0% | +0.2% | -10.2% | -9.5% |
| 6M | +1.8% | -2.7% | +4.4% | +6.0% |
| YTD | +75.5% | +4.1% | +71.4% | +69.3% |
| 1Y | +82.4% | +7.5% | +74.9% | +69.7% |
| 3Y | +58.5% | +122.0% | -63.5% | -29.9% |
| All | +95.5% | +184.9% | -89.5% | -34.0% |
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