+36.5%
EOG vs MAGS
+190.0%
-153.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | +1.5% | +0.6% | +0.8% | +1.4% |
| 30D | +2.9% | +3.2% | -0.3% | +2.7% |
| 3M | +8.7% | +7.7% | +1.1% | +7.9% |
| 6M | +12.9% | +12.5% | +0.4% | +11.3% |
| YTD | +43.8% | +6.0% | +37.9% | +43.1% |
| 1Y | +27.1% | +14.4% | +12.7% | +24.4% |
| 3Y | +25.9% | +127.5% | -101.6% | +16.2% |
| All | +36.5% | +190.0% | -153.5% | +22.0% |
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