-11.6%
TLT vs MAGS
+188.2%
-199.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | -0.4% | +0.5% | -1.0% | -0.4% |
| 30D | -0.6% | +1.5% | -2.1% | -0.6% |
| 3M | -2.7% | +0.5% | -3.2% | -2.8% |
| 6M | -5.6% | +11.6% | -17.2% | -6.0% |
| YTD | -2.8% | +5.3% | -8.1% | -3.0% |
| 1Y | -1.4% | +14.9% | -16.3% | -1.9% |
| 3Y | -1.6% | +128.9% | -130.5% | -8.2% |
| All | -11.6% | +188.2% | -199.7% | -14.2% |
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