+128.6%
MAGS vs ESI
+82.9%
+45.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +1.2% | +5.4% | -4.2% | -0.5% |
| 30D | -0.1% | -4.2% | +4.1% | +1.1% |
| 3M | +3.8% | -9.6% | +13.4% | +5.5% |
| 6M | +13.2% | +18.3% | -5.1% | +2.2% |
| YTD | +4.7% | +45.8% | -41.1% | -14.6% |
| 1Y | +14.4% | +39.2% | -24.8% | -5.3% |
| 3Y | +128.6% | +86.3% | +42.3% | +67.3% |
| All | +128.6% | +82.9% | +45.6% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling