+190.0%
MAGS vs EME
+395.8%
-205.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -1.3% |
| 7D | +1.2% | +5.2% | -3.9% | -0.3% |
| 30D | -0.1% | -5.4% | +5.3% | +1.4% |
| 3M | +3.8% | -6.1% | +9.9% | +4.8% |
| 6M | +13.2% | +9.7% | +3.6% | +7.8% |
| YTD | +4.7% | +26.6% | -21.9% | -5.9% |
| 1Y | +14.4% | +24.6% | -10.2% | +1.8% |
| 3Y | +128.6% | +249.6% | -121.0% | +44.2% |
| All | +190.0% | +395.8% | -205.8% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EME 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling