+189.9%
CAT vs MAGS
+185.8%
+4.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | +9.3% | +3.0% | +6.3% | +7.8% |
| 30D | -21.5% | -7.3% | -14.2% | -18.3% |
| 3M | -29.1% | +1.7% | -30.8% | -29.5% |
| 6M | -33.4% | -0.4% | -33.0% | -33.3% |
| YTD | +6.6% | +4.4% | +2.2% | +3.8% |
| 1Y | +6.5% | +5.1% | +1.5% | +3.5% |
| 3Y | +162.7% | +122.6% | +40.1% | +84.2% |
| All | +189.9% | +185.8% | +4.1% | +96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling