+415.4%
TSM vs MAGS
+186.6%
+228.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.9% |
| 6M | +30.2% | +13.2% | +17.0% | +16.0% |
| YTD | +45.2% | +4.7% | +40.5% | +38.8% |
| 1Y | +79.6% | +14.4% | +65.2% | +58.7% |
| 3Y | +411.0% | +128.6% | +282.4% | +157.4% |
| All | +415.4% | +186.6% | +228.8% | +131.2% |
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