+190.4%
MAGS vs TRI
-20.6%
+211.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.3% |
| 3M | +7.7% | +17.5% | -9.8% | +4.2% |
| 6M | +11.7% | -5.0% | +16.7% | +12.4% |
| YTD | +4.9% | -24.7% | +29.6% | +12.7% |
| 1Y | +14.3% | -41.5% | +55.8% | +33.3% |
| 3Y | +128.9% | -20.3% | +149.3% | +128.0% |
| All | +190.4% | -20.6% | +211.0% | +187.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling