+190.4%
MAGS vs TPG
+89.1%
+101.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +1.2% |
| 7D | -1.8% | -11.8% | +10.1% | +2.6% |
| 30D | +1.1% | -6.3% | +7.3% | +3.1% |
| 3M | +7.7% | +13.6% | -5.8% | +2.4% |
| 6M | +11.7% | +13.8% | -2.1% | +5.4% |
| YTD | +4.9% | -23.7% | +28.6% | +14.0% |
| 1Y | +14.3% | -18.2% | +32.5% | +19.9% |
| 3Y | +128.9% | +80.1% | +48.8% | +83.1% |
| All | +190.4% | +89.1% | +101.3% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 all: compounded portfolio wealth divided by compounded TPG 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…
all analysis · Full analysis span regression · 6 months rolling