+228.9%
EWY vs MAGS
+186.6%
+42.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | +8.0% | +1.2% | +6.8% | +7.2% |
| 30D | +14.3% | -0.1% | +14.4% | +14.3% |
| 3M | +2.3% | +3.8% | -1.5% | -0.2% |
| 6M | +49.9% | +13.2% | +36.6% | +40.7% |
| YTD | +95.3% | +4.7% | +90.6% | +90.5% |
| 1Y | +161.7% | +14.4% | +147.3% | +145.1% |
| 3Y | +230.2% | +128.6% | +101.6% | +110.8% |
| All | +228.9% | +186.6% | +42.3% | +86.8% |
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