-2.0%
TEAM vs MAGS
+3.5%
-5.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.2% |
| 7D | -19.7% | -2.0% | -17.7% | -18.4% |
| 30D | -26.6% | -6.9% | -19.7% | -22.1% |
| 3M | -1.1% | +0.7% | -1.7% | -1.4% |
| 6M | +74.6% | -0.8% | +75.4% | +74.2% |
| YTD | -6.0% | +4.4% | -10.4% | -8.3% |
| All | -2.0% | +3.5% | -5.4% | -4.7% |
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