+189.2%
MAGS vs EIX
-1.9%
+191.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | -2.0% | -2.5% | +0.6% | -1.9% |
| 30D | -6.9% | +7.7% | -14.6% | -7.2% |
| 3M | +0.7% | -12.9% | +13.5% | +1.1% |
| 6M | -0.8% | -12.7% | +11.9% | -0.6% |
| YTD | +4.4% | +5.5% | -1.0% | +2.6% |
| 1Y | +3.9% | +9.4% | -5.5% | +1.6% |
| 3Y | +122.7% | +9.7% | +113.0% | +112.2% |
| All | +189.2% | -1.9% | +191.1% | +178.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling