+191.5%
MAGS vs EAT
+501.3%
-309.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | +1.5% | +1.9% | -0.4% | +1.0% |
| 3M | +0.5% | +68.7% | -68.2% | -7.5% |
| 6M | +11.6% | +66.9% | -55.3% | +2.2% |
| YTD | +5.3% | +60.4% | -55.1% | -3.3% |
| 1Y | +14.9% | +44.0% | -29.1% | +7.3% |
| 3Y | +128.9% | +604.7% | -475.8% | +71.5% |
| All | +191.5% | +501.3% | -309.7% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling