+125.2%
MAGS vs TRI
-20.3%
+145.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -1.8% | -14.4% | +12.6% | +0.5% |
| 30D | +1.1% | -8.1% | +9.2% | +2.2% |
| 3M | +7.7% | +17.5% | -9.8% | +4.3% |
| 6M | +11.7% | -5.0% | +16.7% | +12.5% |
| YTD | +4.9% | -24.7% | +29.6% | +13.2% |
| 1Y | +14.3% | -41.5% | +55.8% | +34.7% |
| All | +125.2% | -20.3% | +145.5% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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