+7.5%
MAGS vs EL
+23.3%
-15.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +1.7% | +1.5% | +0.1% | +1.4% |
| 30D | -5.8% | +10.0% | -15.8% | -7.1% |
| 3M | +0.2% | +28.4% | -28.2% | -3.6% |
| 6M | -2.7% | +37.1% | -39.7% | -7.4% |
| YTD | +4.1% | +7.8% | -3.7% | -0.5% |
| 1Y | +7.5% | +26.0% | -18.5% | +0.5% |
| All | +7.5% | +23.3% | -15.8% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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