+67.2%
CHRW vs MAGS
+188.2%
-121.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.4% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | -3.5% | +1.5% | -5.0% | -3.8% |
| 3M | -19.4% | +0.5% | -19.9% | -19.6% |
| 6M | -21.4% | +11.6% | -33.0% | -23.9% |
| YTD | -7.1% | +5.3% | -12.4% | -8.8% |
| 1Y | +17.8% | +14.9% | +2.9% | +12.7% |
| 3Y | +78.8% | +128.9% | -50.1% | +45.0% |
| All | +67.2% | +188.2% | -121.0% | +14.7% |
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