+190.0%
MAGS vs TYL
+18.4%
+171.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | +1.3% | +3.5% | -2.2% | +0.7% |
| 30D | -6.3% | +26.9% | -33.2% | -10.6% |
| 3M | -0.1% | +33.8% | -33.9% | -5.8% |
| 6M | -0.8% | +28.8% | -29.6% | -6.2% |
| YTD | +4.7% | -7.9% | +12.6% | +8.8% |
| 1Y | +6.8% | -9.8% | +16.5% | +11.6% |
| 3Y | +128.9% | +1.2% | +127.7% | +126.9% |
| All | +190.0% | +18.4% | +171.6% | +159.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling