+122.8%
MAGS vs EAT
+483.7%
-360.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.1% |
| 7D | -2.0% | -8.9% | +7.0% | -0.7% |
| 30D | -6.9% | +3.4% | -10.3% | -7.5% |
| 3M | +0.7% | -9.3% | +10.0% | +1.5% |
| 6M | -0.8% | +43.8% | -44.6% | -7.3% |
| YTD | +4.4% | +39.9% | -35.4% | -2.7% |
| 1Y | +3.9% | +89.7% | -85.8% | -9.0% |
| All | +122.8% | +483.7% | -360.9% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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