+191.0%
MAGS vs TDY
+36.2%
+154.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.0% |
| 7D | +0.8% | -1.8% | +2.6% | +1.5% |
| 30D | +0.4% | -13.8% | +14.2% | +5.9% |
| 3M | +5.6% | -3.9% | +9.5% | +6.9% |
| 6M | +12.3% | -9.0% | +21.3% | +15.7% |
| YTD | +5.1% | +16.5% | -11.5% | -2.0% |
| 1Y | +14.0% | +9.3% | +4.7% | +8.7% |
| 3Y | +129.4% | +45.1% | +84.3% | +99.2% |
| All | +191.0% | +36.2% | +154.8% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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