-7.9%
TEAM vs MAGS
+184.9%
-192.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | -2.4% | +1.7% | -4.1% | -3.6% |
| 30D | -26.7% | -5.8% | -20.9% | -23.4% |
| 3M | -9.6% | +0.2% | -9.9% | -9.7% |
| 6M | +86.0% | -2.7% | +88.7% | +89.9% |
| YTD | -7.5% | +4.1% | -11.6% | -10.2% |
| 1Y | -1.4% | +7.5% | -8.9% | -6.7% |
| 3Y | -14.3% | +122.0% | -136.4% | -54.0% |
| All | -7.9% | +184.9% | -192.8% | -61.0% |
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