+190.4%
MAGS vs ELF
+13.8%
+176.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.4% |
| 7D | -1.8% | -10.8% | +9.1% | -0.3% |
| 30D | +1.1% | +0.8% | +0.3% | +0.8% |
| 3M | +7.7% | +64.8% | -57.0% | +0.3% |
| 6M | +11.7% | +19.0% | -7.3% | +8.1% |
| YTD | +4.9% | +25.9% | -21.1% | +0.1% |
| 1Y | +14.3% | -28.8% | +43.1% | +16.4% |
| 3Y | +128.9% | -29.6% | +158.5% | +114.5% |
| All | +190.4% | +13.8% | +176.6% | +162.3% |
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