+225.1%
TPR vs MAGS
+188.2%
+36.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.7% |
| 7D | -2.3% | +0.5% | -2.8% | -2.6% |
| 30D | -23.0% | +1.5% | -24.5% | -23.7% |
| 3M | -12.5% | +0.5% | -12.9% | -13.0% |
| 6M | -21.4% | +11.6% | -33.0% | -26.1% |
| YTD | -3.5% | +5.3% | -8.8% | -6.7% |
| 1Y | +17.4% | +14.9% | +2.5% | +8.5% |
| 3Y | +291.3% | +128.9% | +162.4% | +177.4% |
| All | +225.1% | +188.2% | +36.9% | +100.9% |
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