+6.3%
MAGS vs TRU
+2.1%
+4.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.3% | +1.8% |
| 7D | -1.4% | +10.5% | -11.9% | -2.4% |
| 30D | -4.4% | +28.7% | -33.1% | -7.5% |
| 3M | +1.9% | +0.7% | +1.3% | +2.0% |
| 6M | +4.9% | +19.3% | -14.4% | +2.0% |
| YTD | +6.5% | -3.7% | +10.3% | +5.8% |
| 1Y | +6.3% | +3.4% | +2.9% | +5.3% |
| All | +6.3% | +2.1% | +4.2% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling