-45.7%
TE vs MAGS
+187.1%
-232.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.5% |
| 7D | +0.9% | -1.8% | +2.7% | +2.9% |
| 30D | -16.3% | +1.1% | -17.4% | -17.0% |
| 3M | -40.8% | +7.7% | -48.5% | -45.1% |
| 6M | -42.6% | +11.7% | -54.3% | -48.2% |
| YTD | -31.4% | +4.9% | -36.3% | -33.4% |
| 1Y | +144.9% | +14.3% | +130.6% | +121.6% |
| 3Y | -26.0% | +128.9% | -154.9% | -55.8% |
| All | -45.7% | +187.1% | -232.8% | -71.9% |
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