+190.4%
MAGS vs EFX
-12.9%
+203.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.8% | -11.1% | +9.4% | +1.0% |
| 30D | +1.1% | -7.4% | +8.5% | +2.8% |
| 3M | +7.7% | +1.5% | +6.2% | +6.6% |
| 6M | +11.7% | -13.7% | +25.4% | +14.9% |
| YTD | +4.9% | -21.9% | +26.7% | +10.5% |
| 1Y | +14.3% | -30.8% | +45.1% | +24.5% |
| 3Y | +128.9% | -12.4% | +141.3% | +126.5% |
| All | +190.4% | -12.9% | +203.3% | +181.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling