+190.4%
MAGS vs EIX
-8.6%
+199.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -1.8% | +0.8% | -2.6% | -1.8% |
| 30D | +1.1% | -18.8% | +19.9% | +1.9% |
| 3M | +7.7% | -19.7% | +27.4% | +8.5% |
| 6M | +11.7% | -18.2% | +29.9% | +12.2% |
| YTD | +4.9% | -1.7% | +6.6% | +3.3% |
| 1Y | +14.3% | +7.8% | +6.6% | +11.4% |
| 3Y | +128.9% | -5.6% | +134.5% | +118.1% |
| All | +190.4% | -8.6% | +199.0% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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