+188.2%
MAGS vs TENB
-10.3%
+198.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +1.7% | -3.3% | +4.9% | +2.2% |
| 30D | -5.8% | +6.9% | -12.7% | -7.3% |
| 3M | +0.2% | +1.8% | -1.6% | -1.0% |
| 6M | -2.7% | +98.1% | -100.7% | -18.0% |
| YTD | +4.1% | +73.2% | -69.1% | -10.2% |
| 1Y | +7.5% | +50.7% | -43.2% | -3.7% |
| 3Y | +122.0% | +9.3% | +112.7% | +115.9% |
| All | +188.2% | -10.3% | +198.5% | +185.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling