+188.2%
MAGS vs ES
+4.7%
+183.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | +1.7% | +2.7% | -1.0% | +1.8% |
| 30D | -5.8% | +7.6% | -13.4% | -5.6% |
| 3M | +0.2% | +0.5% | -0.2% | +0.4% |
| 6M | -2.7% | +7.6% | -10.2% | -2.5% |
| YTD | +4.1% | +10.2% | -6.1% | +4.3% |
| 1Y | +7.5% | +1.8% | +5.7% | +7.6% |
| 3Y | +122.0% | +55.4% | +66.7% | +121.2% |
| All | +188.2% | +4.7% | +183.6% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling