+191.5%
MAGS vs TAP
-14.1%
+205.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +0.5% | -2.3% | +2.9% | +0.6% |
| 30D | +1.5% | -2.1% | +3.6% | +1.5% |
| 3M | +0.5% | +6.6% | -6.2% | +0.3% |
| 6M | +11.6% | -11.5% | +23.1% | +12.0% |
| YTD | +5.3% | -10.3% | +15.5% | +5.4% |
| 1Y | +14.9% | -14.4% | +29.3% | +15.5% |
| 3Y | +128.9% | -28.3% | +157.2% | +134.9% |
| All | +191.5% | -14.1% | +205.6% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling