+4.1%
TGT vs MAGS
+187.1%
-183.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -5.0% | -1.8% | -3.3% | -4.6% |
| 30D | +3.0% | +1.1% | +2.0% | +2.7% |
| 3M | +22.6% | +7.7% | +14.9% | +20.1% |
| 6M | +31.2% | +11.7% | +19.5% | +26.9% |
| YTD | +63.7% | +4.9% | +58.8% | +61.0% |
| 1Y | +78.5% | +14.3% | +64.1% | +70.9% |
| 3Y | +40.5% | +128.9% | -88.4% | +19.5% |
| All | +4.1% | +187.1% | -183.0% | -20.1% |
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