-4.6%
CARR vs MAGS
+15.9%
-20.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.6% |
| 7D | +1.6% | +0.5% | +1.0% | +1.3% |
| 30D | -8.7% | +1.5% | -10.2% | -9.3% |
| 3M | -12.6% | +0.5% | -13.0% | -12.5% |
| 6M | -1.5% | +11.6% | -13.1% | -7.2% |
| YTD | +14.3% | +5.3% | +9.0% | +9.7% |
| 1Y | -4.6% | +14.9% | -19.5% | -7.9% |
| All | -4.6% | +15.9% | -20.5% | -7.9% |
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 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