+173.6%
CFG vs MAGS
+187.7%
-14.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | -0.6% | +0.8% | -1.4% | -1.0% |
| 30D | -4.5% | +0.4% | -4.9% | -4.8% |
| 3M | +6.3% | +5.6% | +0.7% | +3.4% |
| 6M | +20.6% | +12.3% | +8.3% | +13.5% |
| YTD | +21.2% | +5.1% | +16.1% | +17.6% |
| 1Y | +38.2% | +14.0% | +24.2% | +28.6% |
| 3Y | +185.9% | +129.4% | +56.6% | +94.0% |
| All | +173.6% | +187.7% | -14.1% | +60.8% |
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