+191.5%
MAGS vs ESI
+105.7%
+85.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.4% | -2.3% |
| 7D | +0.5% | +3.3% | -2.8% | -0.6% |
| 30D | +1.5% | -5.9% | +7.4% | +3.3% |
| 3M | +0.5% | -14.1% | +14.6% | +4.0% |
| 6M | +11.6% | +6.6% | +5.0% | +5.1% |
| YTD | +5.3% | +45.0% | -39.8% | -13.4% |
| 1Y | +14.9% | +41.5% | -26.6% | -5.2% |
| 3Y | +128.9% | +78.8% | +50.1% | +68.0% |
| All | +191.5% | +105.7% | +85.9% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling