+192.8%
EWT vs MAGS
+187.1%
+5.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -1.1% | -1.8% | +0.7% | -0.1% |
| 30D | +4.8% | +1.1% | +3.7% | +4.1% |
| 3M | +11.1% | +7.7% | +3.4% | +6.4% |
| 6M | +54.6% | +11.7% | +42.9% | +45.4% |
| YTD | +71.4% | +4.9% | +66.6% | +66.6% |
| 1Y | +82.1% | +14.3% | +67.8% | +69.2% |
| 3Y | +193.2% | +128.9% | +64.3% | +93.1% |
| All | +192.8% | +187.1% | +5.7% | +76.3% |
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