-52.6%
CAG vs MAGS
+187.1%
-239.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -5.9% | -1.8% | -4.1% | -6.0% |
| 30D | -1.5% | +1.1% | -2.6% | -1.4% |
| 3M | +11.5% | +7.7% | +3.7% | +12.4% |
| 6M | -15.7% | +11.7% | -27.4% | -14.6% |
| YTD | -10.2% | +4.9% | -15.1% | -9.6% |
| 1Y | -18.1% | +14.3% | -32.4% | -16.9% |
| 3Y | -39.4% | +128.9% | -168.3% | -35.7% |
| All | -52.6% | +187.1% | -239.7% | -49.2% |
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