+96.9%
TOST vs MAGS
+186.7%
-89.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -1.4% |
| 7D | +4.0% | +1.3% | +2.7% | +2.9% |
| 30D | +11.1% | -6.3% | +17.4% | +16.0% |
| 3M | +0.8% | -0.1% | +0.9% | +0.3% |
| 6M | +38.8% | -0.8% | +39.6% | +38.2% |
| YTD | -2.1% | +4.7% | -6.8% | -6.5% |
| 1Y | -6.0% | +6.8% | -12.8% | -11.7% |
| 3Y | +149.8% | +128.9% | +20.9% | +25.6% |
| All | +96.9% | +186.7% | -89.8% | -20.1% |
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 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