+27.4%
EW vs MAGS
+186.7%
-159.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.9% |
| 7D | +12.3% | +1.3% | +11.0% | +11.8% |
| 30D | +22.9% | -6.3% | +29.2% | +25.0% |
| 3M | +16.7% | -0.1% | +16.8% | +16.4% |
| 6M | +31.0% | -0.8% | +31.7% | +30.7% |
| YTD | +22.8% | +4.7% | +18.1% | +20.4% |
| 1Y | +25.6% | +6.8% | +18.8% | +22.4% |
| 3Y | +62.0% | +128.9% | -67.0% | +20.8% |
| All | +27.4% | +186.7% | -159.3% | -7.3% |
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 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