+125.7%
MAGS vs TRGP
+261.7%
-136.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | +0.4% | +9.5% | -9.0% | -1.6% |
| 3M | +5.6% | +10.8% | -5.2% | +2.7% |
| 6M | +12.3% | +25.3% | -13.0% | +5.3% |
| YTD | +5.1% | +60.3% | -55.2% | -8.5% |
| 1Y | +14.0% | +84.6% | -70.6% | -5.8% |
| All | +125.7% | +261.7% | -136.1% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling