+183.5%
MAGS vs TMF
-62.4%
+245.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.4% | +1.2% | -2.6% | -1.4% |
| 30D | -8.4% | +19.7% | -28.1% | -9.0% |
| 3M | -1.5% | -2.1% | +0.6% | -1.5% |
| 6M | -1.4% | -13.4% | +12.1% | -0.9% |
| YTD | +2.4% | -16.7% | +19.1% | +2.9% |
| 1Y | +3.5% | -23.3% | +26.9% | +4.3% |
| 3Y | +125.3% | -24.8% | +150.1% | +121.2% |
| All | +183.5% | -62.4% | +245.9% | +177.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling