+10.2%
TEAM vs MAGS
+187.1%
-176.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.2% |
| 7D | -7.8% | -1.8% | -6.0% | -6.5% |
| 30D | +16.5% | +1.1% | +15.5% | +15.9% |
| 3M | +96.2% | +7.7% | +88.4% | +86.2% |
| 6M | +130.2% | +11.7% | +118.5% | +112.1% |
| YTD | +10.7% | +4.9% | +5.9% | +7.1% |
| 1Y | +3.0% | +14.3% | -11.3% | -7.2% |
| 3Y | -13.1% | +128.9% | -142.0% | -54.4% |
| All | +10.2% | +187.1% | -176.8% | -53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling