+254.9%
TPR vs MAGS
+185.9%
+69.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +6.4% | -2.0% | +8.4% | +7.1% |
| 30D | +13.8% | -6.9% | +20.6% | +17.2% |
| 3M | -16.6% | +0.7% | -17.3% | -17.6% |
| 6M | +0.7% | -0.8% | +1.5% | 0.0% |
| YTD | +5.3% | +4.4% | +0.9% | +1.6% |
| 1Y | +32.4% | +3.9% | +28.4% | +27.9% |
| 3Y | +406.4% | +122.7% | +283.7% | +259.3% |
| All | +254.9% | +185.9% | +69.0% | +118.7% |
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