+34.5%
EOG vs MAGS
+188.2%
-153.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +1.3% | +0.5% | +0.7% | +1.2% |
| 30D | +8.2% | +1.5% | +6.7% | +8.0% |
| 3M | +3.8% | +0.5% | +3.4% | +3.8% |
| 6M | +15.3% | +11.6% | +3.7% | +13.7% |
| YTD | +41.7% | +5.3% | +36.4% | +41.1% |
| 1Y | +23.6% | +14.9% | +8.7% | +20.7% |
| 3Y | +23.3% | +128.9% | -105.6% | +13.9% |
| All | +34.5% | +188.2% | -153.7% | +20.3% |
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