+148.6%
TE vs MAGS
+15.9%
+132.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +3.9% |
| 7D | -4.0% | +0.5% | -4.5% | -4.8% |
| 30D | -15.9% | +1.5% | -17.4% | -17.7% |
| 3M | -60.5% | +0.5% | -61.0% | -59.9% |
| 6M | -35.2% | +11.6% | -46.8% | -41.9% |
| YTD | -31.1% | +5.3% | -36.4% | -29.8% |
| 1Y | +148.6% | +14.9% | +133.8% | +135.0% |
| All | +148.6% | +15.9% | +132.8% | +135.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling