+70.2%
EQT vs MAGS
+190.0%
-119.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | 0.0% | +3.2% | -3.2% | -0.8% |
| 3M | +5.9% | +7.7% | -1.7% | +3.6% |
| 6M | -14.8% | +12.5% | -27.2% | -17.9% |
| YTD | +1.8% | +6.0% | -4.2% | -0.2% |
| 1Y | +7.4% | +14.4% | -7.0% | +2.5% |
| 3Y | +33.6% | +127.5% | -93.9% | +8.9% |
| All | +70.2% | +190.0% | -119.9% | +12.2% |
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 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