+151.4%
CFG vs MAGS
+180.2%
-28.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.4% |
| 7D | -0.9% | -1.4% | +0.5% | -0.3% |
| 30D | +1.1% | -8.4% | +9.4% | +4.9% |
| 3M | -12.0% | -1.5% | -10.5% | -11.6% |
| 6M | -2.2% | -1.4% | -0.9% | -2.2% |
| YTD | +11.4% | +2.4% | +9.0% | +9.1% |
| 1Y | +27.8% | +3.5% | +24.3% | +24.4% |
| 3Y | +173.3% | +125.3% | +48.0% | +86.1% |
| All | +151.4% | +180.2% | -28.8% | +49.2% |
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 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