+55.4%
CAH vs MAGS
+15.0%
+40.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.5% |
| 7D | -5.1% | +0.6% | -5.7% | -5.0% |
| 30D | +0.2% | +3.2% | -3.0% | +0.6% |
| 3M | +6.3% | +7.7% | -1.4% | +7.5% |
| 6M | +9.4% | +12.5% | -3.1% | +9.9% |
| YTD | +15.0% | +6.0% | +9.0% | +13.2% |
| 1Y | +55.4% | +14.4% | +41.1% | +51.7% |
| All | +55.4% | +15.0% | +40.4% | +51.7% |
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