+83.7%
TOST vs MAGS
+187.7%
-103.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.8% |
| 7D | -4.7% | +0.8% | -5.5% | -5.3% |
| 30D | -9.1% | +0.4% | -9.5% | -9.4% |
| 3M | +29.8% | +5.6% | +24.2% | +24.2% |
| 6M | +10.0% | +12.3% | -2.3% | 0.0% |
| YTD | -8.6% | +5.1% | -13.7% | -12.5% |
| 1Y | -20.7% | +14.0% | -34.7% | -28.8% |
| 3Y | +55.7% | +129.4% | -73.7% | -20.9% |
| All | +83.7% | +187.7% | -103.9% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling