+158.8%
CFG vs MAGS
+186.7%
-27.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +1.9% |
| 7D | +0.3% | +1.3% | -1.1% | -0.3% |
| 30D | +3.2% | -6.3% | +9.6% | +6.1% |
| 3M | -9.7% | -0.1% | -9.6% | -9.9% |
| 6M | +3.6% | -0.8% | +4.4% | +3.4% |
| YTD | +14.7% | +4.7% | +9.9% | +11.2% |
| 1Y | +29.6% | +6.8% | +22.8% | +24.4% |
| 3Y | +190.6% | +128.9% | +61.6% | +96.4% |
| All | +158.8% | +186.7% | -27.9% | +52.1% |
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