+5.5%
EW vs MAGS
+186.6%
-181.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | -4.4% | +1.2% | -5.7% | -4.8% |
| 30D | -3.3% | -0.1% | -3.2% | -3.4% |
| 3M | +1.0% | +3.8% | -2.8% | -0.3% |
| 6M | +6.2% | +13.2% | -7.0% | +2.1% |
| YTD | +1.7% | +4.7% | -3.0% | 0.0% |
| 1Y | +8.1% | +14.4% | -6.3% | +3.3% |
| 3Y | +17.1% | +128.6% | -111.5% | -13.0% |
| All | +5.5% | +186.6% | -181.1% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling