+216.8%
CAH vs MAGS
+186.6%
+30.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | +0.5% | +1.2% | -0.8% | +0.4% |
| 30D | +1.7% | -0.1% | +1.8% | +1.7% |
| 3M | +17.9% | +3.8% | +14.0% | +17.7% |
| 6M | +10.9% | +13.2% | -2.3% | +10.2% |
| YTD | +17.9% | +4.7% | +13.1% | +17.4% |
| 1Y | +61.7% | +14.4% | +47.3% | +59.8% |
| 3Y | +183.7% | +128.6% | +55.2% | +163.7% |
| All | +216.8% | +186.6% | +30.1% | +170.9% |
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