+122.0%
MAGS vs TW
+44.1%
+78.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +1.7% | +3.9% | -2.2% | +1.2% |
| 30D | -5.8% | +19.9% | -25.7% | -7.9% |
| 3M | +0.2% | +25.9% | -25.7% | -2.6% |
| 6M | -2.7% | +21.1% | -23.8% | -5.1% |
| YTD | +4.1% | +23.9% | -19.8% | +0.5% |
| 1Y | +7.5% | +21.2% | -13.7% | +4.3% |
| 3Y | +122.0% | +44.8% | +77.3% | +101.7% |
| All | +122.0% | +44.1% | +78.0% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling