+191.5%
MAGS vs EL
-54.2%
+245.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.9% |
| 7D | +0.5% | +0.8% | -0.3% | +0.4% |
| 30D | +1.5% | +19.8% | -18.3% | -1.7% |
| 3M | +0.5% | +25.7% | -25.2% | -3.5% |
| 6M | +11.6% | +5.4% | +6.1% | +9.5% |
| YTD | +5.3% | +0.2% | +5.1% | +3.6% |
| 1Y | +14.9% | +20.4% | -5.6% | +9.2% |
| 3Y | +128.9% | -32.1% | +161.0% | +119.5% |
| All | +191.5% | -54.2% | +245.7% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling