+9.1%
TEAM vs MAGS
+187.7%
-178.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.5% |
| 7D | -4.7% | +0.8% | -5.5% | -5.2% |
| 30D | +17.0% | +0.4% | +16.6% | +16.9% |
| 3M | +85.9% | +5.6% | +80.3% | +79.2% |
| 6M | +116.7% | +12.3% | +104.3% | +98.8% |
| YTD | +9.6% | +5.1% | +4.5% | +5.8% |
| 1Y | -2.5% | +14.0% | -16.5% | -11.9% |
| 3Y | -14.0% | +129.4% | -143.3% | -54.9% |
| All | +9.1% | +187.7% | -178.5% | -54.1% |
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