+193.4%
MAGS vs TKO
+96.9%
+96.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +1.0% |
| 7D | +0.6% | +2.3% | -1.7% | +0.2% |
| 30D | +3.2% | -2.5% | +5.7% | +3.6% |
| 3M | +7.7% | -10.6% | +18.3% | +9.5% |
| 6M | +12.5% | -5.1% | +17.5% | +12.9% |
| YTD | +6.0% | -8.2% | +14.2% | +6.8% |
| 1Y | +14.4% | -4.4% | +18.8% | +14.2% |
| 3Y | +127.5% | +100.4% | +27.2% | +104.9% |
| All | +193.4% | +96.9% | +96.6% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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