+193.4%
MAGS vs EVRG
+49.9%
+143.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.7% |
| 30D | +3.2% | -1.2% | +4.4% | +3.1% |
| 3M | +7.7% | -0.6% | +8.3% | +7.6% |
| 6M | +12.5% | +2.4% | +10.0% | +12.7% |
| YTD | +6.0% | +15.5% | -9.5% | +6.8% |
| 1Y | +14.4% | +16.8% | -2.4% | +15.5% |
| 3Y | +127.5% | +75.0% | +52.5% | +138.2% |
| All | +193.4% | +49.9% | +143.5% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling