+189.2%
MAGS vs EAT
+424.2%
-235.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.1% |
| 7D | -2.0% | -8.9% | +7.0% | -0.8% |
| 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% | -7.1% |
| YTD | +4.4% | +39.9% | -35.4% | -2.5% |
| 1Y | +3.9% | +89.7% | -85.8% | -8.4% |
| 3Y | +122.7% | +491.3% | -368.5% | +70.6% |
| All | +189.2% | +424.2% | -235.0% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling