+14.3%
MAGS vs EIX
+9.7%
+4.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.3% |
| 7D | -1.8% | +0.8% | -2.6% | -1.7% |
| 30D | +1.1% | -18.8% | +19.9% | +0.3% |
| 3M | +7.7% | -19.7% | +27.4% | +6.4% |
| 6M | +11.7% | -18.2% | +29.9% | +10.5% |
| YTD | +4.9% | -1.7% | +6.6% | +5.3% |
| 1Y | +14.3% | +7.8% | +6.6% | +14.5% |
| All | +14.3% | +9.7% | +4.6% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling