+253.6%
TER vs MAGS
+188.2%
+65.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +6.8% |
| 7D | +0.6% | +0.5% | +0.1% | 0.0% |
| 30D | -8.3% | +1.5% | -9.8% | -10.0% |
| 3M | -12.2% | +0.5% | -12.7% | -12.9% |
| 6M | +17.1% | +11.6% | +5.5% | +5.1% |
| YTD | +84.7% | +5.3% | +79.4% | +74.9% |
| 1Y | +199.9% | +14.9% | +185.0% | +163.2% |
| 3Y | +232.8% | +128.9% | +103.9% | +67.6% |
| All | +253.6% | +188.2% | +65.5% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling