+25.4%
TMO vs MAGS
+5.9%
+19.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.6% |
| 7D | +0.3% | -1.4% | +1.7% | +0.6% |
| 30D | +4.3% | -4.4% | +8.7% | +5.3% |
| 3M | +25.1% | +1.9% | +23.2% | +24.5% |
| 6M | +52.9% | +4.9% | +48.0% | +51.8% |
| YTD | +22.2% | +6.5% | +15.7% | +18.2% |
| 1Y | +25.4% | +6.3% | +19.1% | +21.3% |
| All | +25.4% | +5.9% | +19.5% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling