+191.5%
MAGS vs THC
+334.9%
-143.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | +1.5% | +1.3% | +0.2% | +1.3% |
| 3M | +0.5% | +64.2% | -63.8% | -6.6% |
| 6M | +11.6% | +8.3% | +3.3% | +10.0% |
| YTD | +5.3% | +33.4% | -28.1% | +0.3% |
| 1Y | +14.9% | +37.7% | -22.8% | +8.5% |
| 3Y | +128.9% | +236.8% | -107.9% | +86.5% |
| All | +191.5% | +334.9% | -143.3% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling