+147.8%
EWY vs MAGS
+15.0%
+132.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +2.2% |
| 7D | -0.1% | +0.6% | -0.7% | -0.7% |
| 30D | +7.3% | +3.2% | +4.1% | +3.6% |
| 3M | -5.1% | +7.7% | -12.8% | -13.2% |
| 6M | +42.1% | +12.5% | +29.6% | +26.1% |
| YTD | +94.1% | +6.0% | +88.2% | +80.1% |
| 1Y | +147.8% | +14.4% | +133.4% | +120.3% |
| All | +147.8% | +15.0% | +132.8% | +120.3% |
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 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