+190.0%
MAGS vs ELF
+24.0%
+166.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.1% |
| 7D | +1.2% | -1.2% | +2.4% | +1.4% |
| 30D | -0.1% | +5.9% | -6.0% | -1.0% |
| 3M | +3.8% | +99.5% | -95.7% | -5.8% |
| 6M | +13.2% | +26.5% | -13.3% | +8.7% |
| YTD | +4.7% | +37.2% | -32.5% | -1.2% |
| 1Y | +14.4% | -24.4% | +38.8% | +15.6% |
| 3Y | +128.6% | -23.3% | +151.9% | +111.8% |
| All | +190.0% | +24.0% | +166.0% | +159.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling