+187.8%
MAGS vs ELF
+40.8%
+146.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.3% | +6.3% | -6.6% | -1.1% |
| 30D | -7.1% | +8.5% | -15.6% | -8.1% |
| 3M | -0.7% | +24.4% | -25.1% | -3.8% |
| 6M | -1.5% | +94.7% | -96.3% | -10.6% |
| YTD | +3.9% | +55.9% | -51.9% | -3.7% |
| 1Y | +3.1% | +48.4% | -45.3% | -3.9% |
| 3Y | +121.6% | +24.6% | +97.0% | +95.7% |
| All | +187.8% | +40.8% | +146.9% | +152.4% |
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