+151.8%
TER vs MAGS
+125.8%
+26.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +1.5% |
| 7D | -20.5% | -1.4% | -19.1% | -18.9% |
| 30D | -47.0% | -8.4% | -38.6% | -41.3% |
| 3M | -43.3% | -1.5% | -41.8% | -41.9% |
| 6M | -42.9% | -1.4% | -41.5% | -41.6% |
| YTD | +12.9% | +2.4% | +10.5% | +11.0% |
| 1Y | +18.2% | +3.5% | +14.6% | +15.2% |
| 3Y | +151.8% | +125.3% | +26.5% | +22.7% |
| All | +151.8% | +125.8% | +26.0% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling