+60.5%
EWZ vs MAGS
+188.2%
-127.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | +6.5% | +0.5% | +6.0% | +6.3% |
| 30D | +4.8% | +1.5% | +3.4% | +4.3% |
| 3M | +9.9% | +0.5% | +9.4% | +9.5% |
| 6M | +1.9% | +11.6% | -9.6% | -2.0% |
| YTD | +20.3% | +5.3% | +15.0% | +17.7% |
| 1Y | +35.6% | +14.9% | +20.7% | +29.1% |
| 3Y | +43.4% | +128.9% | -85.5% | +10.8% |
| All | +60.5% | +188.2% | -127.7% | +14.8% |
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