+199.9%
EWT vs MAGS
+186.6%
+13.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.3% |
| 7D | +1.6% | +1.2% | +0.4% | +0.9% |
| 30D | +8.2% | -0.1% | +8.3% | +8.2% |
| 3M | +11.1% | +3.8% | +7.2% | +8.5% |
| 6M | +60.4% | +13.2% | +47.2% | +49.8% |
| YTD | +75.6% | +4.7% | +70.9% | +70.8% |
| 1Y | +91.3% | +14.4% | +76.9% | +77.7% |
| 3Y | +200.3% | +128.6% | +71.7% | +97.9% |
| All | +199.9% | +186.6% | +13.3% | +80.7% |
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