-45.4%
TE vs MAGS
+188.2%
-233.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +3.0% |
| 7D | -4.0% | +0.5% | -4.5% | -4.5% |
| 30D | -15.9% | +1.5% | -17.4% | -17.0% |
| 3M | -60.5% | +0.5% | -61.0% | -60.1% |
| 6M | -35.2% | +11.6% | -46.8% | -41.4% |
| YTD | -31.1% | +5.3% | -36.4% | -33.4% |
| 1Y | +148.6% | +14.9% | +133.8% | +123.8% |
| 3Y | -26.4% | +128.9% | -155.3% | -56.2% |
| All | -45.4% | +188.2% | -233.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling