+77.9%
TEM vs MAGS
+57.8%
+20.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.4% | -5.3% |
| 7D | -5.9% | +1.7% | -7.5% | -7.7% |
| 30D | +4.8% | -5.8% | +10.6% | +14.0% |
| 3M | +31.9% | +0.2% | +31.6% | +32.2% |
| 6M | +56.0% | -2.7% | +58.6% | +63.4% |
| YTD | +21.3% | +4.1% | +17.2% | +16.0% |
| 1Y | +5.4% | +7.5% | -2.1% | -3.3% |
| All | +77.9% | +57.8% | +20.1% | +13.4% |
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