+95.5%
TOST vs MAGS
+184.5%
-89.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | +3.0% | -0.3% | +3.2% | +3.0% |
| 30D | +10.3% | -7.1% | +17.3% | +15.8% |
| 3M | -3.3% | -0.7% | -2.6% | -3.4% |
| 6M | +37.8% | -1.5% | +39.3% | +38.0% |
| YTD | -2.8% | +3.9% | -6.7% | -6.7% |
| 1Y | -9.6% | +3.1% | -12.7% | -12.7% |
| 3Y | +144.6% | +121.6% | +23.0% | +26.4% |
| All | +95.5% | +184.5% | -89.0% | -20.2% |
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