+199.8%
TER vs MAGS
+15.9%
+183.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.9% | +7.0% |
| 7D | +0.6% | +0.5% | 0.0% | -0.2% |
| 30D | -8.3% | +1.5% | -9.8% | -10.3% |
| 3M | -12.2% | +0.5% | -12.7% | -12.1% |
| 6M | +17.0% | +11.6% | +5.4% | +1.5% |
| YTD | +84.6% | +5.3% | +79.3% | +71.1% |
| 1Y | +199.8% | +14.9% | +184.9% | +166.6% |
| All | +199.8% | +15.9% | +183.9% | +166.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling