+122.0%
MAGS vs TENB
+9.5%
+112.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +1.7% | -3.3% | +4.9% | +2.3% |
| 30D | -5.8% | +6.9% | -12.7% | -7.4% |
| 3M | +0.2% | +1.8% | -1.6% | -1.0% |
| 6M | -2.7% | +98.1% | -100.7% | -19.9% |
| YTD | +4.1% | +73.2% | -69.1% | -11.5% |
| 1Y | +7.5% | +50.7% | -43.2% | -4.0% |
| 3Y | +122.0% | +9.3% | +112.7% | +127.4% |
| All | +122.0% | +9.5% | +112.6% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling