+189.2%
MAGS vs ESI
+94.5%
+94.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.8% |
| 7D | -2.0% | +1.8% | -3.8% | -2.6% |
| 30D | -6.9% | -6.6% | -0.3% | -5.1% |
| 3M | +0.7% | -9.4% | +10.0% | +3.1% |
| 6M | -0.8% | -24.1% | +23.3% | +6.3% |
| YTD | +4.4% | +37.1% | -32.7% | -13.1% |
| 1Y | +3.9% | +24.5% | -20.6% | -10.1% |
| 3Y | +122.7% | +83.2% | +39.6% | +61.2% |
| All | +189.2% | +94.5% | +94.7% | +106.2% |
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