+3.3%
TLT vs MAGS
+122.8%
-119.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -2.7% | +3.0% | -5.7% | -2.7% |
| 30D | +2.2% | -7.3% | +9.5% | +2.3% |
| 3M | -1.7% | +1.7% | -3.4% | -1.8% |
| 6M | -4.0% | -0.4% | -3.6% | -4.0% |
| YTD | -4.9% | +4.4% | -9.3% | -5.1% |
| 1Y | -7.4% | +5.1% | -12.5% | -7.5% |
| All | +3.3% | +122.8% | -119.5% | -1.1% |
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 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