-19.7%
TSCO vs MAGS
+128.4%
-148.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -5.7% | +0.6% | -6.3% | -5.8% |
| 30D | -8.8% | +3.2% | -12.0% | -9.3% |
| 3M | +6.3% | +7.7% | -1.3% | +4.8% |
| 6M | -32.3% | +12.5% | -44.7% | -33.9% |
| YTD | -32.7% | +6.0% | -38.7% | -33.6% |
| 1Y | -43.7% | +14.4% | -58.1% | -45.4% |
| 3Y | -19.7% | +127.5% | -147.2% | -37.3% |
| All | -19.7% | +128.4% | -148.1% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling