+637.8%
TSEM vs MAGS
+126.1%
+511.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | +0.9% | -1.8% | +2.7% | +2.4% |
| 30D | -16.6% | +1.1% | -17.7% | -17.6% |
| 3M | -10.9% | +7.7% | -18.6% | -16.5% |
| 6M | +78.0% | +11.7% | +66.3% | +62.4% |
| YTD | +77.2% | +4.9% | +72.3% | +70.2% |
| 1Y | +207.6% | +14.3% | +193.2% | +177.5% |
| All | +637.8% | +126.1% | +511.8% | +357.1% |
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 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