+35.5%
EWZ vs MAGS
+180.2%
-144.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -1.5% | -1.4% | -0.1% | -1.1% |
| 30D | -24.5% | -8.4% | -16.2% | -22.5% |
| 3M | -10.7% | -1.5% | -9.2% | -10.3% |
| 6M | -19.1% | -1.4% | -17.7% | -19.0% |
| YTD | +1.6% | +2.4% | -0.8% | +0.2% |
| 1Y | +4.3% | +3.5% | +0.8% | +2.4% |
| 3Y | +19.0% | +125.3% | -106.3% | -7.8% |
| All | +35.5% | +180.2% | -144.7% | -2.3% |
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 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