+4.8%
EW vs MAGS
+187.7%
-182.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.1% | +0.8% | -5.9% | -5.3% |
| 30D | -6.4% | +0.4% | -6.8% | -6.5% |
| 3M | -1.6% | +5.6% | -7.1% | -3.3% |
| 6M | +2.3% | +12.3% | -10.0% | -1.5% |
| YTD | +1.1% | +5.1% | -4.0% | -0.8% |
| 1Y | +8.0% | +14.0% | -6.0% | +3.3% |
| 3Y | +16.3% | +129.4% | -113.0% | -13.6% |
| All | +4.8% | +187.7% | -182.8% | -23.6% |
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