+96.3%
TOST vs MAGS
+180.2%
-83.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -2.1% |
| 7D | +9.4% | -1.4% | +10.8% | +10.4% |
| 30D | +13.5% | -8.4% | +21.8% | +20.5% |
| 3M | -0.1% | -1.5% | +1.4% | +0.3% |
| 6M | +22.5% | -1.4% | +23.8% | +22.2% |
| YTD | -2.4% | +2.4% | -4.7% | -5.2% |
| 1Y | -4.7% | +3.5% | -8.2% | -8.4% |
| 3Y | +103.2% | +125.3% | -22.0% | +3.3% |
| All | +96.3% | +180.2% | -83.9% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling