+188.2%
MAGS vs ED
+37.5%
+150.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | +0.3% |
| 7D | +1.7% | +2.1% | -0.4% | +2.5% |
| 30D | -5.8% | +10.4% | -16.2% | -1.7% |
| 3M | +0.2% | +12.5% | -12.3% | +5.5% |
| 6M | -2.7% | +14.9% | -17.6% | +3.6% |
| YTD | +4.1% | +24.8% | -20.7% | +14.8% |
| 1Y | +7.5% | +23.8% | -16.3% | +18.3% |
| 3Y | +122.0% | +51.6% | +70.4% | +158.4% |
| All | +188.2% | +37.5% | +150.7% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling