+55.2%
EWT vs MAGS
+5.9%
+49.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -3.1% |
| 7D | -10.9% | -1.4% | -9.5% | -9.8% |
| 30D | -17.7% | -4.4% | -13.3% | -14.6% |
| 3M | -5.0% | +1.9% | -6.9% | -6.3% |
| 6M | +7.4% | +4.9% | +2.4% | +3.6% |
| YTD | +52.8% | +6.5% | +46.3% | +43.2% |
| 1Y | +55.2% | +6.3% | +48.9% | +45.5% |
| All | +55.2% | +5.9% | +49.3% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling