+189.1%
MAGS vs EL
-51.3%
+240.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +3.0% | +2.7% | +0.3% | +2.6% |
| 30D | -7.3% | +10.8% | -18.1% | -8.9% |
| 3M | +1.7% | +26.5% | -24.8% | -2.5% |
| 6M | -0.4% | +31.1% | -31.5% | -5.3% |
| YTD | +4.4% | +6.6% | -2.2% | +1.5% |
| 1Y | +5.1% | +21.8% | -16.7% | -0.2% |
| 3Y | +122.6% | +1.8% | +120.9% | +100.8% |
| All | +189.1% | -51.3% | +240.4% | +186.2% |
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