+6.3%
MAGS vs TYL
-10.1%
+16.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.7% | -2.4% | +2.3% |
| 7D | -1.4% | +17.3% | -18.6% | -1.3% |
| 30D | -4.4% | +28.9% | -33.3% | -4.5% |
| 3M | +1.9% | +35.1% | -33.2% | +1.9% |
| 6M | +4.9% | +29.3% | -24.4% | +5.2% |
| YTD | +6.5% | -6.8% | +13.3% | +7.6% |
| 1Y | +6.3% | -9.9% | +16.2% | +6.7% |
| All | +6.3% | -10.1% | +16.4% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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