+27.6%
CAVA vs MAGS
+141.1%
-113.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +2.6% |
| 7D | -8.0% | +0.6% | -8.7% | -8.5% |
| 30D | -19.6% | +3.2% | -22.8% | -21.6% |
| 3M | -36.7% | +7.7% | -44.4% | -41.0% |
| 6M | -30.6% | +12.5% | -43.0% | -38.3% |
| YTD | -4.8% | +6.0% | -10.7% | -10.8% |
| 1Y | -13.1% | +14.4% | -27.5% | -24.1% |
| 3Y | +48.8% | +127.5% | -78.8% | -24.4% |
| All | +27.6% | +141.1% | -113.5% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling