+193.4%
MAGS vs TRGP
+312.2%
-118.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +0.6% | +0.1% | +0.6% | +0.6% |
| 30D | +3.2% | +8.0% | -4.8% | +1.6% |
| 3M | +7.7% | +8.3% | -0.6% | +5.6% |
| 6M | +12.5% | +23.9% | -11.5% | +6.2% |
| YTD | +6.0% | +59.6% | -53.7% | -6.6% |
| 1Y | +14.4% | +79.4% | -65.1% | -3.1% |
| 3Y | +127.5% | +269.4% | -141.9% | +84.5% |
| All | +193.4% | +312.2% | -118.8% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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