+36.6%
EOG vs MAGS
+187.1%
-150.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +1.0% | -1.8% | +2.8% | +1.2% |
| 30D | +2.8% | +1.1% | +1.8% | +2.7% |
| 3M | +5.9% | +7.7% | -1.8% | +5.1% |
| 6M | +17.1% | +11.7% | +5.4% | +15.4% |
| YTD | +43.9% | +4.9% | +39.0% | +43.3% |
| 1Y | +26.9% | +14.3% | +12.5% | +24.0% |
| 3Y | +23.6% | +128.9% | -105.4% | +14.2% |
| All | +36.6% | +187.1% | -150.5% | +22.2% |
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 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