-50.8%
CAG vs MAGS
+186.6%
-237.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.5% |
| 7D | -5.3% | +1.2% | -6.5% | -5.2% |
| 30D | +1.0% | -0.1% | +1.1% | +1.0% |
| 3M | +17.4% | +3.8% | +13.6% | +17.9% |
| 6M | -16.8% | +13.2% | -30.1% | -15.6% |
| YTD | -6.8% | +4.7% | -11.5% | -6.1% |
| 1Y | -15.4% | +14.4% | -29.8% | -14.2% |
| 3Y | -37.1% | +128.6% | -165.6% | -33.3% |
| All | -50.8% | +186.6% | -237.4% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling