+190.0%
MAGS vs ESTC
+63.3%
+126.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.1% |
| 7D | +1.2% | -4.3% | +5.5% | +1.9% |
| 30D | -0.1% | +17.7% | -17.8% | -3.3% |
| 3M | +3.8% | +42.3% | -38.5% | -2.9% |
| 6M | +13.2% | +64.6% | -51.3% | +2.8% |
| YTD | +4.7% | +17.2% | -12.5% | +0.2% |
| 1Y | +14.4% | -4.2% | +18.6% | +12.9% |
| 3Y | +128.6% | +13.5% | +115.0% | +117.9% |
| All | +190.0% | +63.3% | +126.7% | +160.3% |
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