+85.9%
EWJ vs MAGS
+186.6%
-100.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +2.9% | +1.2% | +1.6% | +2.4% |
| 30D | +1.1% | -0.1% | +1.2% | +1.1% |
| 3M | +7.1% | +3.8% | +3.3% | +5.3% |
| 6M | +16.2% | +13.2% | +2.9% | +10.3% |
| YTD | +22.0% | +4.7% | +17.3% | +19.2% |
| 1Y | +26.2% | +14.4% | +11.8% | +19.1% |
| 3Y | +73.5% | +128.6% | -55.1% | +25.0% |
| All | +85.9% | +186.6% | -100.7% | +25.4% |
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