+188.2%
MAGS vs ELF
+40.2%
+148.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.8% |
| 7D | +1.7% | +1.6% | +0.1% | +1.4% |
| 30D | -5.8% | +9.1% | -14.9% | -6.9% |
| 3M | +0.2% | +28.2% | -27.9% | -3.3% |
| 6M | -2.7% | +119.5% | -122.2% | -13.0% |
| YTD | +4.1% | +55.2% | -51.1% | -3.5% |
| 1Y | +7.5% | +58.6% | -51.1% | -0.8% |
| 3Y | +122.0% | +21.3% | +100.8% | +96.6% |
| All | +188.2% | +40.2% | +148.0% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling