+191.5%
MAGS vs ESTC
+69.5%
+122.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.7% |
| 7D | +0.5% | -8.1% | +8.6% | +1.9% |
| 30D | +1.5% | +31.7% | -30.2% | -3.6% |
| 3M | +0.5% | +41.1% | -40.6% | -5.9% |
| 6M | +11.6% | +77.1% | -65.5% | 0.0% |
| YTD | +5.3% | +21.7% | -16.4% | +0.2% |
| 1Y | +14.9% | +8.4% | +6.5% | +10.8% |
| 3Y | +128.9% | +23.6% | +105.3% | +115.5% |
| All | +191.5% | +69.5% | +122.0% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling