+190.4%
MAGS vs EME
+379.8%
-189.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -1.8% | +0.9% | -2.7% | -2.1% |
| 30D | +1.1% | -8.4% | +9.5% | +3.6% |
| 3M | +7.7% | -3.6% | +11.3% | +7.7% |
| 6M | +11.7% | +3.6% | +8.2% | +8.3% |
| YTD | +4.9% | +22.5% | -17.6% | -4.8% |
| 1Y | +14.3% | +18.2% | -3.8% | +3.6% |
| 3Y | +128.9% | +238.4% | -109.4% | +45.8% |
| All | +190.4% | +379.8% | -189.4% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling