+97.3%
TEM vs MAGS
+58.3%
+39.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -2.0% |
| 7D | +5.1% | -2.0% | +7.0% | +8.3% |
| 30D | +16.8% | -6.9% | +23.7% | +29.0% |
| 3M | +42.6% | +0.7% | +42.0% | +42.1% |
| 6M | +63.9% | -0.8% | +64.7% | +67.1% |
| YTD | +34.5% | +4.4% | +30.1% | +28.0% |
| 1Y | +11.0% | +3.9% | +7.1% | +6.6% |
| All | +97.3% | +58.3% | +39.1% | +25.2% |
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