+216.6%
EWY vs MAGS
+187.1%
+29.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | +1.2% | -1.8% | +3.0% | +2.3% |
| 30D | +9.3% | +1.1% | +8.2% | +8.5% |
| 3M | +2.4% | +7.7% | -5.3% | -2.2% |
| 6M | +40.3% | +11.7% | +28.6% | +32.6% |
| YTD | +88.0% | +4.9% | +83.1% | +83.2% |
| 1Y | +143.8% | +14.3% | +129.5% | +128.4% |
| 3Y | +217.8% | +128.9% | +88.9% | +102.7% |
| All | +216.6% | +187.1% | +29.5% | +79.6% |
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