+66.3%
IEFA vs MAGS
+187.7%
-121.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.2% |
| 7D | -0.5% | +0.8% | -1.3% | -0.7% |
| 30D | -1.1% | +0.4% | -1.5% | -1.3% |
| 3M | +5.1% | +5.6% | -0.5% | +3.0% |
| 6M | +9.3% | +12.3% | -3.0% | +4.9% |
| YTD | +13.0% | +5.1% | +7.9% | +10.6% |
| 1Y | +19.2% | +14.0% | +5.2% | +13.6% |
| 3Y | +67.0% | +129.4% | -62.4% | +24.5% |
| All | +66.3% | +187.7% | -121.4% | +15.3% |
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