+253.5%
TPR vs MAGS
+180.2%
+73.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | +14.2% | -1.4% | +15.6% | +14.6% |
| 30D | +17.1% | -8.4% | +25.4% | +21.4% |
| 3M | -17.7% | -1.5% | -16.2% | -17.8% |
| 6M | -10.2% | -1.4% | -8.8% | -10.6% |
| YTD | +4.9% | +2.4% | +2.5% | +2.1% |
| 1Y | +36.1% | +3.5% | +32.6% | +31.6% |
| 3Y | +416.5% | +125.3% | +291.2% | +266.2% |
| All | +253.5% | +180.2% | +73.2% | +119.8% |
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 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