+277.2%
TER vs MAGS
+128.8%
+148.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.7% |
| 7D | +11.0% | +1.2% | +9.7% | +9.4% |
| 30D | -1.9% | -0.1% | -1.8% | -2.2% |
| 3M | -0.7% | +3.8% | -4.5% | -5.2% |
| 6M | +36.4% | +13.2% | +23.1% | +19.7% |
| YTD | +92.4% | +4.7% | +87.7% | +82.7% |
| 1Y | +213.5% | +14.4% | +199.1% | +174.6% |
| 3Y | +277.2% | +128.6% | +148.7% | +81.5% |
| All | +277.2% | +128.8% | +148.5% | +81.5% |
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