+55.0%
T vs MAGS
+186.6%
-131.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.0% |
| 6M | -8.5% | +13.2% | -21.7% | -7.1% |
| YTD | +6.8% | +4.7% | +2.1% | +7.7% |
| 1Y | -7.2% | +14.4% | -21.6% | -5.7% |
| 3Y | +108.2% | +128.6% | -20.3% | +113.3% |
| All | +55.0% | +186.6% | -131.6% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling