+73.0%
EQT vs MAGS
+187.1%
-114.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -1.2% | -1.8% | +0.6% | -0.7% |
| 30D | +1.1% | +1.1% | 0.0% | +0.8% |
| 3M | +4.8% | +7.7% | -2.9% | +2.4% |
| 6M | -10.6% | +11.7% | -22.3% | -13.7% |
| YTD | +3.4% | +4.9% | -1.4% | +1.7% |
| 1Y | +8.7% | +14.3% | -5.7% | +3.7% |
| 3Y | +35.0% | +128.9% | -94.0% | +9.9% |
| All | +73.0% | +187.1% | -114.1% | +14.4% |
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