+209.0%
CAH vs MAGS
+190.0%
+18.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | -5.1% | +0.6% | -5.7% | -5.1% |
| 30D | +0.2% | +3.2% | -3.0% | +0.1% |
| 3M | +6.3% | +7.7% | -1.4% | +6.0% |
| 6M | +9.4% | +12.5% | -3.1% | +8.7% |
| YTD | +15.0% | +6.0% | +9.0% | +14.5% |
| 1Y | +55.4% | +14.4% | +41.1% | +53.7% |
| 3Y | +173.8% | +127.5% | +46.3% | +155.1% |
| All | +209.0% | +190.0% | +18.9% | +164.1% |
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