+198.2%
EWT vs MAGS
+190.0%
+8.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.2% |
| 7D | -1.1% | +0.6% | -1.8% | -1.5% |
| 30D | +4.5% | +3.2% | +1.2% | +2.5% |
| 3M | +8.3% | +7.7% | +0.6% | +3.6% |
| 6M | +54.2% | +12.5% | +41.8% | +44.5% |
| YTD | +74.6% | +6.0% | +68.6% | +68.7% |
| 1Y | +84.9% | +14.4% | +70.5% | +71.7% |
| 3Y | +197.5% | +127.5% | +70.0% | +96.2% |
| All | +198.2% | +190.0% | +8.2% | +78.5% |
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 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