+191.5%
MAGS vs EME
+383.6%
-192.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.9% |
| 7D | +0.5% | +1.9% | -1.4% | 0.0% |
| 30D | +1.5% | -8.3% | +9.8% | +4.0% |
| 3M | +0.5% | -10.7% | +11.2% | +3.1% |
| 6M | +11.6% | +1.9% | +9.7% | +8.8% |
| YTD | +5.3% | +23.5% | -18.2% | -4.7% |
| 1Y | +14.9% | +18.0% | -3.1% | +4.3% |
| 3Y | +128.9% | +236.1% | -107.2% | +46.1% |
| All | +191.5% | +383.6% | -192.1% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling