-14.6%
TEAM vs MAGS
+128.8%
-143.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.4% | -6.5% |
| 7D | -5.7% | +1.2% | -6.9% | -6.4% |
| 30D | +18.3% | -0.1% | +18.4% | +18.7% |
| 3M | +80.2% | +3.8% | +76.4% | +76.1% |
| 6M | +111.0% | +13.2% | +97.7% | +93.1% |
| YTD | +8.8% | +4.7% | +4.1% | +5.5% |
| 1Y | +2.2% | +14.4% | -12.2% | -7.4% |
| 3Y | -14.6% | +128.6% | -143.2% | -49.9% |
| All | -14.6% | +128.8% | -143.4% | -49.9% |
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 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