+189.1%
MAGS vs TYL
+20.0%
+169.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +3.0% | -1.6% | +4.6% | +3.3% |
| 30D | -7.3% | +22.1% | -29.4% | -10.8% |
| 3M | +1.7% | +33.4% | -31.7% | -4.0% |
| 6M | -0.4% | +36.8% | -37.2% | -7.2% |
| YTD | +4.4% | -6.7% | +11.1% | +8.2% |
| 1Y | +5.1% | -9.2% | +14.3% | +9.8% |
| 3Y | +122.6% | +1.2% | +121.5% | +121.4% |
| All | +189.1% | +20.0% | +169.1% | +158.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling