+190.0%
MAGS vs TMF
-62.4%
+252.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +1.3% | +0.6% | +0.7% | +1.3% |
| 30D | -6.3% | +16.3% | -22.7% | -6.9% |
| 3M | -0.1% | -2.7% | +2.6% | 0.0% |
| 6M | -0.8% | -13.2% | +12.4% | -0.3% |
| YTD | +4.7% | -16.7% | +21.4% | +5.3% |
| 1Y | +6.8% | -22.7% | +29.5% | +7.5% |
| 3Y | +128.9% | -26.1% | +155.0% | +125.1% |
| All | +190.0% | -62.4% | +252.4% | +183.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling