+125.2%
MAGS vs TSLQ
-95.5%
+220.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | +0.2% |
| 7D | -1.8% | +5.7% | -7.5% | -0.6% |
| 30D | +1.1% | -21.1% | +22.2% | -2.4% |
| 3M | +7.7% | -11.5% | +19.2% | +8.7% |
| 6M | +11.7% | -14.9% | +26.6% | +14.3% |
| YTD | +4.9% | +2.4% | +2.5% | +12.0% |
| 1Y | +14.3% | -49.8% | +64.1% | +10.7% |
| All | +125.2% | -95.5% | +220.7% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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