+188.2%
MAGS vs ESI
+88.9%
+99.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +1.7% | +5.5% | -3.8% | -0.1% |
| 30D | -5.8% | -7.8% | +2.0% | -3.6% |
| 3M | +0.2% | -15.0% | +15.3% | +4.8% |
| 6M | -2.7% | -24.9% | +22.2% | +4.6% |
| YTD | +4.1% | +33.2% | -29.1% | -12.6% |
| 1Y | +7.5% | +24.9% | -17.4% | -7.5% |
| 3Y | +122.0% | +77.8% | +44.3% | +62.3% |
| All | +188.2% | +88.9% | +99.3% | +107.4% |
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