+14.4%
MAGS vs TYL
-37.9%
+52.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +3.9% | -0.5% |
| 7D | +1.2% | -7.6% | +8.8% | +1.4% |
| 30D | -0.1% | +11.3% | -11.4% | -0.1% |
| 3M | +3.8% | +14.5% | -10.7% | +3.7% |
| 6M | +13.2% | -7.1% | +20.4% | +14.2% |
| YTD | +4.7% | -23.4% | +28.1% | +5.8% |
| 1Y | +14.4% | -38.6% | +52.9% | +15.4% |
| All | +14.4% | -37.9% | +52.3% | +15.4% |
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