+193.4%
MAGS vs TSN
-2.3%
+195.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +1.1% |
| 7D | +0.6% | +3.0% | -2.4% | +0.8% |
| 30D | +3.2% | -4.2% | +7.4% | +3.1% |
| 3M | +7.7% | -3.9% | +11.6% | +7.5% |
| 6M | +12.5% | -9.8% | +22.3% | +12.1% |
| YTD | +6.0% | -7.3% | +13.2% | +5.8% |
| 1Y | +14.4% | -2.2% | +16.6% | +14.4% |
| 3Y | +127.5% | +11.9% | +115.6% | +127.3% |
| All | +193.4% | -2.3% | +195.7% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling