+29.1%
CAVA vs MAGS
+139.2%
-110.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.4% | -6.3% |
| 7D | -8.5% | +0.8% | -9.4% | -9.2% |
| 30D | -8.2% | +0.4% | -8.6% | -8.6% |
| 3M | -25.9% | +5.6% | -31.5% | -29.9% |
| 6M | -30.9% | +12.3% | -43.2% | -38.6% |
| YTD | -3.7% | +5.1% | -8.8% | -9.2% |
| 1Y | -13.4% | +14.0% | -27.4% | -24.2% |
| 3Y | +44.2% | +129.4% | -85.1% | -26.6% |
| All | +29.1% | +139.2% | -110.1% | -33.3% |
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