+10.7%
CI vs MAGS
+186.6%
-175.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -2.0% | +1.2% | -3.2% | -2.0% |
| 30D | -1.8% | -0.1% | -1.7% | -1.8% |
| 3M | -4.2% | +3.8% | -8.0% | -4.0% |
| 6M | +2.7% | +13.2% | -10.5% | +3.0% |
| YTD | +1.9% | +4.7% | -2.8% | +2.0% |
| 1Y | -6.3% | +14.4% | -20.6% | -5.6% |
| 3Y | +3.9% | +128.6% | -124.7% | +1.9% |
| All | +10.7% | +186.6% | -175.9% | +0.6% |
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