+411.2%
TSM vs MAGS
+187.7%
+223.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.2% |
| 7D | +4.8% | +0.8% | +4.0% | +3.9% |
| 30D | +4.0% | +0.4% | +3.6% | +3.4% |
| 3M | +2.0% | +5.6% | -3.6% | -3.4% |
| 6M | +25.5% | +12.3% | +13.2% | +12.7% |
| YTD | +44.0% | +5.1% | +38.9% | +37.2% |
| 1Y | +75.4% | +14.0% | +61.5% | +55.6% |
| 3Y | +406.7% | +129.4% | +277.4% | +154.4% |
| All | +411.2% | +187.7% | +223.5% | +128.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling