+87.0%
EWJ vs MAGS
+190.0%
-103.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.8% |
| 7D | +0.3% | +0.6% | -0.4% | 0.0% |
| 30D | +0.8% | +3.2% | -2.4% | -0.5% |
| 3M | +7.5% | +7.7% | -0.2% | +4.2% |
| 6M | +15.6% | +12.5% | +3.1% | +10.0% |
| YTD | +22.7% | +6.0% | +16.8% | +19.4% |
| 1Y | +26.4% | +14.4% | +12.0% | +19.3% |
| 3Y | +72.5% | +127.5% | -55.0% | +24.5% |
| All | +87.0% | +190.0% | -103.0% | +25.6% |
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