+357.5%
TSM vs MAGS
+186.7%
+170.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +1.4% |
| 7D | -2.5% | +1.3% | -3.8% | -3.4% |
| 30D | -14.3% | -6.3% | -7.9% | -8.6% |
| 3M | -7.2% | -0.1% | -7.2% | -6.9% |
| 6M | -5.1% | -0.8% | -4.4% | -4.4% |
| YTD | +28.9% | +4.7% | +24.1% | +23.8% |
| 1Y | +37.1% | +6.8% | +30.3% | +29.4% |
| 3Y | +341.5% | +128.9% | +212.5% | +122.9% |
| All | +357.5% | +186.7% | +170.8% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling