+191.0%
MAGS vs ED
+22.2%
+168.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.1% |
| 7D | +0.8% | -0.2% | +1.0% | +0.7% |
| 30D | +0.4% | +1.9% | -1.5% | +1.2% |
| 3M | +5.6% | +1.9% | +3.7% | +6.6% |
| 6M | +12.3% | -2.3% | +14.6% | +11.8% |
| YTD | +5.1% | +10.9% | -5.8% | +10.1% |
| 1Y | +14.0% | +14.5% | -0.6% | +21.2% |
| 3Y | +129.4% | +33.4% | +96.0% | +154.3% |
| All | +191.0% | +22.2% | +168.9% | +213.6% |
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