+191.0%
MAGS vs EFX
-12.8%
+203.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +0.9% |
| 7D | +0.8% | -9.4% | +10.2% | +3.2% |
| 30D | +0.4% | -6.9% | +7.3% | +2.0% |
| 3M | +5.6% | +0.1% | +5.5% | +4.8% |
| 6M | +12.3% | -17.3% | +29.6% | +16.9% |
| YTD | +5.1% | -21.8% | +26.9% | +10.7% |
| 1Y | +14.0% | -32.5% | +46.5% | +25.1% |
| 3Y | +129.4% | -12.3% | +141.7% | +126.9% |
| All | +191.0% | -12.8% | +203.9% | +182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling