+125.2%
MAGS vs TD
+125.8%
-0.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -1.8% | -2.6% | +0.8% | -0.7% |
| 30D | +1.1% | -1.0% | +2.1% | +1.5% |
| 3M | +7.7% | +5.6% | +2.1% | +5.1% |
| 6M | +11.7% | +27.1% | -15.4% | +0.4% |
| YTD | +4.9% | +29.4% | -24.5% | -6.4% |
| 1Y | +14.3% | +60.7% | -46.3% | -6.3% |
| All | +125.2% | +125.8% | -0.6% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling