+190.0%
MAGS vs TENB
-25.8%
+215.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +1.2% | -5.0% | +6.2% | +2.2% |
| 30D | -0.1% | -7.4% | +7.3% | +1.0% |
| 3M | +3.8% | +22.3% | -18.5% | -1.9% |
| 6M | +13.2% | +60.2% | -46.9% | -0.2% |
| YTD | +4.7% | +43.2% | -38.5% | -5.5% |
| 1Y | +14.4% | +8.2% | +6.2% | +11.2% |
| 3Y | +128.6% | -23.8% | +152.3% | +137.5% |
| All | +190.0% | -25.8% | +215.8% | +200.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling