+65.4%
IEFA vs MAGS
+128.4%
-63.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -1.5% | +3.2% | -4.7% | -2.5% |
| 3M | +3.4% | +7.7% | -4.3% | +0.7% |
| 6M | +9.5% | +12.5% | -3.0% | +5.0% |
| YTD | +13.0% | +6.0% | +7.1% | +10.4% |
| 1Y | +18.0% | +14.4% | +3.6% | +12.4% |
| 3Y | +65.4% | +127.5% | -62.2% | +24.7% |
| All | +65.4% | +128.4% | -63.0% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling