+190.0%
MAGS vs TRU
+26.3%
+163.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.2% |
| 7D | +1.2% | -7.2% | +8.4% | +3.2% |
| 30D | -0.1% | -2.8% | +2.7% | +0.6% |
| 3M | +3.8% | +13.0% | -9.2% | -0.2% |
| 6M | +13.2% | +0.7% | +12.6% | +11.9% |
| YTD | +4.7% | -9.0% | +13.7% | +5.9% |
| 1Y | +14.4% | -16.3% | +30.7% | +18.1% |
| 3Y | +128.6% | -1.1% | +129.6% | +130.5% |
| All | +190.0% | +26.3% | +163.7% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling