+191.0%
MAGS vs EOSE
+50.9%
+140.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.5% |
| 7D | +0.8% | +15.0% | -14.1% | +0.1% |
| 30D | +0.4% | +2.5% | -2.1% | +0.1% |
| 3M | +5.6% | -33.7% | +39.3% | +6.9% |
| 6M | +12.3% | -32.7% | +45.1% | +12.9% |
| YTD | +5.1% | -63.8% | +68.9% | +7.5% |
| 1Y | +14.0% | -40.5% | +54.5% | +13.6% |
| 3Y | +129.4% | +50.4% | +79.0% | +115.5% |
| All | +191.0% | +50.9% | +140.1% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling