+411.0%
TSM vs MAGS
+128.8%
+282.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.8% |
| 7D | +6.0% | +1.2% | +4.8% | +4.7% |
| 30D | +4.5% | -0.1% | +4.6% | +4.4% |
| 3M | +3.1% | +3.8% | -0.7% | -1.0% |
| 6M | +30.2% | +13.2% | +17.0% | +15.8% |
| YTD | +45.2% | +4.7% | +40.5% | +38.7% |
| 1Y | +79.6% | +14.4% | +65.2% | +58.3% |
| 3Y | +411.0% | +128.6% | +282.4% | +156.4% |
| All | +411.0% | +128.8% | +282.2% | +156.4% |
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