+226.9%
EWY vs MAGS
+190.0%
+36.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +2.6% |
| 7D | -0.1% | +0.6% | -0.7% | -0.4% |
| 30D | +7.3% | +3.2% | +4.1% | +5.3% |
| 3M | -5.1% | +7.7% | -12.8% | -9.4% |
| 6M | +42.1% | +12.5% | +29.6% | +33.7% |
| YTD | +94.1% | +6.0% | +88.2% | +88.1% |
| 1Y | +147.8% | +14.4% | +133.4% | +131.8% |
| 3Y | +222.9% | +127.5% | +95.4% | +106.4% |
| All | +226.9% | +190.0% | +36.8% | +84.3% |
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 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