+190.4%
MAGS vs ESI
+95.1%
+95.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +1.2% |
| 7D | -1.8% | -2.3% | +0.5% | -1.1% |
| 30D | +1.1% | -9.0% | +10.1% | +3.9% |
| 3M | +7.7% | -13.3% | +21.0% | +10.8% |
| 6M | +11.7% | +5.3% | +6.4% | +5.4% |
| YTD | +4.9% | +37.6% | -32.7% | -12.4% |
| 1Y | +14.3% | +33.6% | -19.3% | -3.8% |
| 3Y | +128.9% | +75.8% | +53.1% | +69.0% |
| All | +190.4% | +95.1% | +95.3% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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