+386.6%
TSM vs MAGS
+185.9%
+200.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +3.8% |
| 7D | +4.4% | -2.0% | +6.4% | +6.8% |
| 30D | -7.0% | -6.9% | -0.1% | -0.3% |
| 3M | -1.8% | +0.7% | -2.5% | -2.1% |
| 6M | +2.7% | -0.8% | +3.5% | +3.6% |
| YTD | +37.1% | +4.4% | +32.6% | +32.0% |
| 1Y | +43.5% | +3.9% | +39.6% | +38.8% |
| 3Y | +341.5% | +122.7% | +218.8% | +127.4% |
| All | +386.6% | +185.9% | +200.7% | +119.9% |
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