+6.3%
MAGS vs TMF
-23.9%
+30.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.2% | +2.0% |
| 7D | -1.4% | +4.0% | -5.3% | -1.8% |
| 30D | -4.4% | +19.5% | -23.8% | -7.0% |
| 3M | +1.9% | -3.5% | +5.5% | +2.9% |
| 6M | +4.9% | -10.6% | +15.5% | +6.9% |
| YTD | +6.5% | -17.1% | +23.6% | +8.8% |
| 1Y | +6.3% | -24.3% | +30.6% | +8.8% |
| All | +6.3% | -23.9% | +30.2% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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