+193.4%
MAGS vs ET
+127.2%
+66.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.3% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | +3.2% | +2.9% | +0.4% | +2.1% |
| 3M | +7.7% | +16.8% | -9.1% | +1.2% |
| 6M | +12.5% | +18.9% | -6.4% | +4.3% |
| YTD | +6.0% | +37.7% | -31.7% | -8.6% |
| 1Y | +14.4% | +32.4% | -18.1% | +0.5% |
| 3Y | +127.5% | +99.5% | +28.0% | +79.4% |
| All | +193.4% | +127.2% | +66.3% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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