+193.4%
MAGS vs EME
+400.6%
-207.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | -0.3% |
| 7D | +0.6% | +3.5% | -2.9% | -0.4% |
| 30D | +3.2% | -6.3% | +9.5% | +5.1% |
| 3M | +7.7% | -3.8% | +11.4% | +7.9% |
| 6M | +12.5% | +8.5% | +3.9% | +7.4% |
| YTD | +6.0% | +27.8% | -21.9% | -5.1% |
| 1Y | +14.4% | +22.2% | -7.8% | +2.7% |
| 3Y | +127.5% | +253.5% | -125.9% | +43.0% |
| All | +193.4% | +400.6% | -207.2% | +60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling