+190.0%
MAGS vs TCOM
+6.8%
+183.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +1.2% | -7.6% | +8.8% | +2.5% |
| 30D | -0.1% | -12.2% | +12.1% | +2.0% |
| 3M | +3.8% | -14.2% | +18.0% | +6.2% |
| 6M | +13.2% | -25.0% | +38.2% | +18.4% |
| YTD | +4.7% | -43.7% | +48.4% | +14.3% |
| 1Y | +14.4% | -44.5% | +58.9% | +25.0% |
| 3Y | +128.6% | +13.4% | +115.1% | +117.9% |
| All | +190.0% | +6.8% | +183.1% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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