+127.5%
MAGS vs EOSE
+42.6%
+84.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +0.6% | +1.8% | -1.2% | +0.5% |
| 30D | +3.2% | -6.8% | +10.1% | +3.4% |
| 3M | +7.7% | -36.3% | +44.0% | +9.6% |
| 6M | +12.5% | -38.8% | +51.2% | +13.7% |
| YTD | +6.0% | -65.5% | +71.5% | +9.2% |
| 1Y | +14.4% | -45.3% | +59.7% | +14.1% |
| 3Y | +127.5% | +44.2% | +83.4% | +112.8% |
| All | +127.5% | +42.6% | +84.9% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 3y: compounded portfolio wealth divided by compounded EOSE 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…
3y analysis · Full analysis span regression · 6 months rolling