+190.0%
MAGS vs TD
+130.2%
+59.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +1.2% | +0.9% | +0.4% | +0.9% |
| 30D | -0.1% | -0.7% | +0.5% | +0.1% |
| 3M | +3.8% | +6.3% | -2.4% | +1.1% |
| 6M | +13.2% | +27.9% | -14.7% | +2.0% |
| YTD | +4.7% | +29.8% | -25.1% | -6.2% |
| 1Y | +14.4% | +63.7% | -49.3% | -6.2% |
| 3Y | +128.6% | +128.3% | +0.2% | +64.6% |
| All | +190.0% | +130.2% | +59.8% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling