-74.8%
TTD vs MAGS
+185.8%
-260.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.2% |
| 7D | +20.8% | +3.0% | +17.8% | +18.0% |
| 30D | +27.1% | -7.3% | +34.4% | +35.5% |
| 3M | +14.7% | +1.7% | +13.0% | +12.8% |
| 6M | -26.8% | -0.4% | -26.4% | -27.2% |
| YTD | -59.2% | +4.4% | -63.6% | -61.2% |
| 1Y | -64.7% | +5.1% | -69.7% | -66.6% |
| 3Y | -75.8% | +122.6% | -198.5% | -89.2% |
| All | -74.8% | +185.8% | -260.6% | -91.7% |
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