-24.1%
TE vs MAGS
+128.4%
-152.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | -0.6% |
| 7D | +0.2% | +0.6% | -0.4% | -0.6% |
| 30D | -5.9% | +3.2% | -9.1% | -9.3% |
| 3M | -45.6% | +7.7% | -53.2% | -49.9% |
| 6M | -43.4% | +12.5% | -55.8% | -49.7% |
| YTD | -31.0% | +6.0% | -36.9% | -34.0% |
| 1Y | +145.2% | +14.4% | +130.8% | +119.6% |
| 3Y | -24.1% | +127.5% | -151.6% | -55.5% |
| All | -24.1% | +128.4% | -152.4% | -55.5% |
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 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