+193.4%
MAGS vs TEVA
+289.2%
-95.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.8% |
| 7D | +0.6% | +2.0% | -1.4% | +0.4% |
| 30D | +3.2% | +1.0% | +2.3% | +3.1% |
| 3M | +7.7% | +7.3% | +0.4% | +6.5% |
| 6M | +12.5% | +21.7% | -9.3% | +9.1% |
| YTD | +6.0% | +18.8% | -12.9% | +3.1% |
| 1Y | +14.4% | +86.5% | -72.1% | +4.6% |
| 3Y | +127.5% | +269.4% | -141.9% | +93.7% |
| All | +193.4% | +289.2% | -95.8% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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