+8.7%
TGT vs MAGS
+186.6%
-177.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | -0.6% | +1.2% | -1.9% | -1.0% |
| 30D | +9.5% | -0.1% | +9.6% | +9.5% |
| 3M | +32.3% | +3.8% | +28.4% | +30.8% |
| 6M | +37.0% | +13.2% | +23.8% | +32.0% |
| YTD | +71.0% | +4.7% | +66.3% | +68.3% |
| 1Y | +85.0% | +14.4% | +70.6% | +77.1% |
| 3Y | +46.8% | +128.6% | -81.7% | +24.9% |
| All | +8.7% | +186.6% | -177.9% | -16.5% |
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 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