+193.4%
MAGS vs EOSE
+43.6%
+149.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.3% |
| 3M | +7.7% | -36.3% | +44.0% | +9.3% |
| 6M | +12.5% | -38.8% | +51.2% | +13.5% |
| YTD | +6.0% | -65.5% | +71.5% | +8.6% |
| 1Y | +14.4% | -45.3% | +59.7% | +14.4% |
| 3Y | +127.5% | +44.2% | +83.4% | +114.3% |
| All | +193.4% | +43.6% | +149.8% | +174.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling