+125.3%
MAGS vs ES
+46.3%
+78.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +0.9% |
| 7D | -1.4% | +1.9% | -3.3% | -1.3% |
| 30D | -8.4% | +7.1% | -15.4% | -8.2% |
| 3M | -1.5% | -1.9% | +0.4% | -1.5% |
| 6M | -1.4% | +4.4% | -5.7% | -1.3% |
| YTD | +2.4% | +7.3% | -4.9% | +2.5% |
| 1Y | +3.5% | +2.1% | +1.4% | +3.5% |
| 3Y | +125.3% | +41.8% | +83.4% | +122.3% |
| All | +125.3% | +46.3% | +78.9% | +122.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling