+193.4%
MAGS vs EFX
-12.4%
+205.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +0.9% |
| 7D | +0.6% | -4.5% | +5.2% | +1.8% |
| 30D | +3.2% | -6.1% | +9.3% | +4.7% |
| 3M | +7.7% | +6.2% | +1.5% | +5.3% |
| 6M | +12.5% | -11.2% | +23.7% | +14.8% |
| YTD | +6.0% | -21.4% | +27.4% | +11.5% |
| 1Y | +14.4% | -34.3% | +48.7% | +26.8% |
| 3Y | +127.5% | -12.5% | +140.0% | +125.4% |
| All | +193.4% | -12.4% | +205.8% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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