+292.9%
CAT vs MAGS
+186.6%
+106.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.3% |
| 7D | +5.6% | +1.2% | +4.3% | +4.9% |
| 30D | -2.3% | -0.1% | -2.2% | -2.4% |
| 3M | -10.0% | +3.8% | -13.8% | -11.9% |
| 6M | +21.2% | +13.2% | +8.0% | +13.3% |
| YTD | +44.4% | +4.7% | +39.7% | +40.1% |
| 1Y | +96.3% | +14.4% | +81.9% | +82.5% |
| 3Y | +203.9% | +128.6% | +75.4% | +110.2% |
| All | +292.9% | +186.6% | +106.3% | +164.7% |
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 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