+14.4%
MAGS vs THC
+32.5%
-18.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.4% |
| 7D | +1.2% | -2.6% | +3.8% | +1.3% |
| 30D | -0.1% | -1.2% | +1.1% | -0.1% |
| 3M | +3.8% | +58.9% | -55.1% | +0.9% |
| 6M | +13.2% | +9.3% | +3.9% | +12.0% |
| YTD | +4.7% | +30.4% | -25.6% | +3.2% |
| 1Y | +14.4% | +34.6% | -20.2% | +11.9% |
| All | +14.4% | +32.5% | -18.1% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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