+411.5%
TSEM vs MAGS
+188.2%
+223.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.4% | +9.3% | +9.0% |
| 7D | +6.9% | +0.5% | +6.4% | +6.3% |
| 30D | +5.3% | +1.5% | +3.8% | +3.8% |
| 3M | -14.9% | +0.5% | -15.4% | -15.2% |
| 6M | +80.0% | +11.6% | +68.4% | +65.0% |
| YTD | +89.4% | +5.3% | +84.1% | +81.5% |
| 1Y | +253.1% | +14.9% | +238.2% | +218.1% |
| 3Y | +642.1% | +128.9% | +513.2% | +342.6% |
| All | +411.5% | +188.2% | +223.3% | +166.6% |
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