+1.5%
CARR vs MAGS
+128.4%
-126.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.0% |
| 7D | -3.8% | +0.6% | -4.4% | -4.1% |
| 30D | -8.9% | +3.2% | -12.1% | -10.3% |
| 3M | -17.3% | +7.7% | -25.0% | -20.5% |
| 6M | -1.4% | +12.5% | -13.8% | -7.5% |
| YTD | +10.0% | +6.0% | +4.0% | +6.1% |
| 1Y | -6.4% | +14.4% | -20.7% | -13.2% |
| 3Y | +1.5% | +127.5% | -126.0% | -37.9% |
| All | +1.5% | +128.4% | -126.8% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling