+128.6%
MAGS vs EIX
0.0%
+128.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -0.8% |
| 7D | +1.2% | +0.9% | +0.3% | +1.2% |
| 30D | -0.1% | -13.5% | +13.4% | +0.5% |
| 3M | +3.8% | -15.3% | +19.1% | +4.3% |
| 6M | +13.2% | -15.3% | +28.6% | +13.7% |
| YTD | +4.7% | +2.7% | +2.0% | +2.7% |
| 1Y | +14.4% | +17.4% | -3.1% | +10.0% |
| 3Y | +128.6% | -1.3% | +129.9% | +115.6% |
| All | +128.6% | 0.0% | +128.6% | +115.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling