+190.4%
MAGS vs TW
+44.1%
+146.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.8% | -2.7% | +0.9% | -1.4% |
| 30D | +1.1% | -1.7% | +2.8% | +1.3% |
| 3M | +7.7% | +1.6% | +6.1% | +7.1% |
| 6M | +11.7% | -17.7% | +29.4% | +14.7% |
| YTD | +4.9% | -4.3% | +9.2% | +4.7% |
| 1Y | +14.3% | -13.1% | +27.5% | +16.3% |
| 3Y | +128.9% | +20.3% | +108.6% | +118.3% |
| All | +190.4% | +44.1% | +146.3% | +172.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling