+92.2%
TOST vs MAGS
+188.2%
-95.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +1.1% |
| 7D | -3.4% | +0.5% | -3.9% | -3.8% |
| 30D | -2.4% | +1.5% | -3.9% | -3.6% |
| 3M | +34.6% | +0.5% | +34.2% | +33.6% |
| 6M | +15.2% | +11.6% | +3.6% | +5.1% |
| YTD | -4.4% | +5.3% | -9.7% | -8.6% |
| 1Y | -17.4% | +14.9% | -32.3% | -26.3% |
| 3Y | +54.5% | +128.9% | -74.4% | -21.4% |
| All | +92.2% | +188.2% | -95.9% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling