+95.4%
CAT vs MAGS
+15.9%
+79.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.4% |
| 7D | +1.7% | +0.5% | +1.2% | +1.4% |
| 30D | -6.6% | +1.5% | -8.1% | -7.3% |
| 3M | -13.3% | +0.5% | -13.8% | -13.2% |
| 6M | +11.6% | +11.6% | 0.0% | +3.0% |
| YTD | +42.9% | +5.3% | +37.7% | +36.3% |
| 1Y | +95.4% | +14.9% | +80.6% | +85.6% |
| All | +95.4% | +15.9% | +79.6% | +85.6% |
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