+35.0%
CAH vs MAGS
+5.9%
+29.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.3% | +3.6% |
| 7D | +7.0% | -1.4% | +8.4% | +6.9% |
| 30D | +12.4% | -4.4% | +16.7% | +12.1% |
| 3M | +12.2% | +1.9% | +10.2% | +12.1% |
| 6M | +33.2% | +4.9% | +28.3% | +33.3% |
| YTD | +28.4% | +6.5% | +21.8% | +26.2% |
| 1Y | +35.0% | +6.3% | +28.7% | +32.8% |
| All | +35.0% | +5.9% | +29.2% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling