+873.0%
TTMI vs MAGS
+126.5%
+746.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.3% |
| 7D | +7.5% | +0.8% | +6.7% | +6.4% |
| 30D | -4.5% | +0.4% | -4.9% | -5.2% |
| 3M | -28.5% | +5.6% | -34.1% | -32.4% |
| 6M | +28.4% | +12.3% | +16.0% | +15.1% |
| YTD | +80.1% | +5.1% | +75.0% | +71.4% |
| 1Y | +161.0% | +14.0% | +147.1% | +135.2% |
| All | +873.0% | +126.5% | +746.5% | +405.9% |
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 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