+191.0%
MAGS vs EMB
+31.0%
+160.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.7% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +0.4% | -0.3% | +0.7% | +0.8% |
| 3M | +5.6% | -0.3% | +5.9% | +6.2% |
| 6M | +12.3% | +0.7% | +11.6% | +11.4% |
| YTD | +5.1% | +1.3% | +3.8% | +3.5% |
| 1Y | +14.0% | +4.7% | +9.3% | +7.1% |
| 3Y | +129.4% | +30.1% | +99.3% | +70.5% |
| All | +191.0% | +31.0% | +160.0% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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