+14.4%
MAGS vs TENB
-0.2%
+14.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +1.7% |
| 7D | +0.6% | -12.1% | +12.7% | +2.0% |
| 30D | +3.2% | -18.6% | +21.8% | +5.3% |
| 3M | +7.7% | +12.1% | -4.4% | +5.8% |
| 6M | +12.5% | +46.8% | -34.4% | +7.3% |
| YTD | +6.0% | +28.0% | -22.0% | +2.9% |
| 1Y | +14.4% | -1.4% | +15.8% | +15.2% |
| All | +14.4% | -0.2% | +14.6% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 1y: compounded portfolio wealth divided by compounded TENB 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…
1y analysis · Full analysis span regression · 6 months rolling