+183.5%
MAGS vs ESTC
+58.9%
+124.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | -1.4% | -11.5% | +10.1% | +0.6% |
| 30D | -8.4% | -7.5% | -0.8% | -7.3% |
| 3M | -1.5% | +23.1% | -24.6% | -5.6% |
| 6M | -1.4% | +75.3% | -76.6% | -11.4% |
| YTD | +2.4% | +14.1% | -11.7% | -1.7% |
| 1Y | +3.5% | -0.6% | +4.1% | +1.4% |
| 3Y | +125.3% | +20.8% | +104.5% | +112.9% |
| All | +183.5% | +58.9% | +124.6% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 5y: compounded portfolio wealth divided by compounded ESTC 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…
5y analysis · Full analysis span regression · 6 months rolling