+122.0%
MAGS vs TD
+132.8%
-10.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.7% | +1.1% | +0.6% | +1.2% |
| 30D | -5.8% | +5.2% | -11.0% | -7.8% |
| 3M | +0.2% | +1.2% | -1.0% | -0.3% |
| 6M | -2.7% | +17.7% | -20.4% | -9.4% |
| YTD | +4.1% | +34.2% | -30.1% | -8.6% |
| 1Y | +7.5% | +55.4% | -47.9% | -10.9% |
| 3Y | +122.0% | +130.4% | -8.4% | +59.7% |
| All | +122.0% | +132.8% | -10.8% | +59.7% |
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