+189.1%
MAGS vs ESI
+90.3%
+98.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | +3.0% | +8.3% | -5.3% | +0.4% |
| 30D | -7.3% | -10.4% | +3.1% | -4.3% |
| 3M | +1.7% | -13.2% | +14.9% | +5.6% |
| 6M | -0.4% | -23.9% | +23.5% | +6.5% |
| YTD | +4.4% | +34.2% | -29.8% | -12.5% |
| 1Y | +5.1% | +22.2% | -17.2% | -8.6% |
| 3Y | +122.6% | +79.2% | +43.4% | +62.3% |
| All | +189.1% | +90.3% | +98.8% | +107.5% |
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