+14.4%
MAGS vs TW
-14.2%
+28.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | +0.6% | -4.5% | +5.1% | +0.5% |
| 30D | +3.2% | -2.3% | +5.5% | +3.1% |
| 3M | +7.7% | +2.6% | +5.1% | +7.5% |
| 6M | +12.5% | -17.5% | +30.0% | +11.2% |
| YTD | +6.0% | -5.3% | +11.3% | +5.8% |
| 1Y | +14.4% | -14.8% | +29.2% | +12.3% |
| All | +14.4% | -14.2% | +28.6% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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