+193.4%
MAGS vs TNA
+116.4%
+77.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.8% |
| 7D | +0.6% | -7.3% | +7.9% | +2.4% |
| 30D | +3.2% | -14.2% | +17.4% | +6.9% |
| 3M | +7.7% | -4.6% | +12.2% | +8.5% |
| 6M | +12.5% | +36.9% | -24.5% | +2.8% |
| YTD | +6.0% | +42.5% | -36.6% | -4.7% |
| 1Y | +14.4% | +45.8% | -31.4% | +1.3% |
| 3Y | +127.5% | +104.7% | +22.9% | +74.6% |
| All | +193.4% | +116.4% | +77.0% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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