+173.9%
ETN vs MAGS
+187.7%
-13.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.9% |
| 7D | +6.2% | +0.8% | +5.4% | +5.6% |
| 30D | -6.7% | +0.4% | -7.1% | -7.1% |
| 3M | +3.6% | +5.6% | -2.0% | -0.5% |
| 6M | +18.3% | +12.3% | +6.0% | +8.6% |
| YTD | +31.5% | +5.1% | +26.4% | +26.1% |
| 1Y | +20.6% | +14.0% | +6.6% | +9.3% |
| 3Y | +82.5% | +129.4% | -46.8% | +12.0% |
| All | +173.9% | +187.7% | -13.8% | +56.3% |
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