+36.4%
EWZ vs MAGS
+13.9%
+22.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | +5.6% | +1.2% | +4.3% | +5.0% |
| 30D | +9.3% | -0.1% | +9.4% | +9.3% |
| 3M | +15.7% | +3.8% | +11.9% | +13.7% |
| 6M | +7.4% | +13.2% | -5.8% | -0.4% |
| YTD | +22.7% | +4.7% | +18.0% | +17.4% |
| 1Y | +36.4% | +14.4% | +22.0% | +27.8% |
| All | +36.4% | +13.9% | +22.5% | +27.8% |
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 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