+108.2%
T vs MAGS
+128.8%
-20.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.4% |
| 7D | -1.5% | +1.2% | -2.8% | -1.4% |
| 30D | +7.6% | -0.1% | +7.7% | +7.6% |
| 3M | +15.3% | +3.8% | +11.5% | +16.1% |
| 6M | -8.5% | +13.2% | -21.7% | -6.8% |
| YTD | +6.8% | +4.7% | +2.1% | +7.9% |
| 1Y | -7.2% | +14.4% | -21.6% | -5.4% |
| 3Y | +108.2% | +128.6% | -20.3% | +121.6% |
| All | +108.2% | +128.8% | -20.5% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 3y: compounded portfolio wealth divided by compounded MAGS 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…
3y analysis · Full analysis span regression · 6 months rolling