+125.5%
TRV vs MAGS
+187.1%
-61.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -1.5% | -1.8% | +0.3% | -1.4% |
| 30D | -1.8% | +1.1% | -2.9% | -1.9% |
| 3M | +21.6% | +7.7% | +13.9% | +20.9% |
| 6M | +22.5% | +11.7% | +10.8% | +21.2% |
| YTD | +28.1% | +4.9% | +23.3% | +27.5% |
| 1Y | +37.0% | +14.3% | +22.7% | +35.0% |
| 3Y | +141.9% | +128.9% | +13.0% | +125.1% |
| All | +125.5% | +187.1% | -61.6% | +99.1% |
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