+125.7%
MAGS vs EL
-32.9%
+158.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.2% | +0.8% |
| 7D | +0.8% | -2.4% | +3.2% | +1.2% |
| 30D | +0.4% | +13.7% | -13.3% | -1.9% |
| 3M | +5.6% | +14.5% | -8.9% | +3.0% |
| 6M | +12.3% | +7.4% | +4.9% | +9.9% |
| YTD | +5.1% | -4.7% | +9.8% | +4.2% |
| 1Y | +14.0% | +12.9% | +1.0% | +9.5% |
| All | +125.7% | -32.9% | +158.5% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling