+14.9%
MAGS vs TAP
-14.5%
+29.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +0.5% | -2.3% | +2.9% | +0.3% |
| 30D | +1.5% | -2.1% | +3.6% | +1.3% |
| 3M | +0.5% | +6.6% | -6.2% | +1.7% |
| 6M | +11.6% | -11.5% | +23.1% | +9.7% |
| YTD | +5.3% | -10.3% | +15.5% | +3.9% |
| 1Y | +14.9% | -14.4% | +29.3% | +14.3% |
| All | +14.9% | -14.5% | +29.4% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling