+36.7%
CARR vs MAGS
+187.1%
-150.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -4.1% | -1.8% | -2.4% | -3.3% |
| 30D | -11.0% | +1.1% | -12.1% | -11.4% |
| 3M | -16.4% | +7.7% | -24.1% | -19.5% |
| 6M | -2.4% | +11.7% | -14.1% | -7.9% |
| YTD | +8.4% | +4.9% | +3.5% | +5.2% |
| 1Y | -8.0% | +14.3% | -22.3% | -14.5% |
| 3Y | +0.6% | +128.9% | -128.3% | -34.1% |
| All | +36.7% | +187.1% | -150.4% | -13.7% |
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 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