+190.0%
MAGS vs TRI
-18.0%
+208.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.4% |
| 7D | +1.2% | -7.1% | +8.3% | +2.3% |
| 30D | -0.1% | -2.3% | +2.2% | +0.1% |
| 3M | +3.8% | +19.6% | -15.7% | +0.2% |
| 6M | +13.2% | -8.7% | +22.0% | +15.3% |
| YTD | +4.7% | -22.3% | +27.0% | +12.0% |
| 1Y | +14.4% | -40.7% | +55.1% | +33.6% |
| 3Y | +128.6% | -17.8% | +146.3% | +126.6% |
| All | +190.0% | -18.0% | +208.0% | +185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling