+34.4%
T vs MAGS
+184.5%
-150.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | +2.6% | -0.3% | +2.8% | +2.6% |
| 30D | -1.1% | -7.1% | +6.0% | -1.8% |
| 3M | -7.7% | -0.7% | -7.0% | -7.8% |
| 6M | -10.6% | -1.5% | -9.1% | -10.6% |
| YTD | -7.5% | +3.9% | -11.4% | -6.7% |
| 1Y | -7.4% | +3.1% | -10.5% | -6.7% |
| 3Y | +63.1% | +121.6% | -58.6% | +67.2% |
| All | +34.4% | +184.5% | -150.1% | +22.5% |
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