+21.7%
CI vs MAGS
+184.5%
-162.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.5% |
| 7D | +2.6% | -0.3% | +2.9% | +2.6% |
| 30D | +7.3% | -7.1% | +14.4% | +7.0% |
| 3M | +9.5% | -0.7% | +10.2% | +9.4% |
| 6M | +6.4% | -1.5% | +8.0% | +6.5% |
| YTD | +12.0% | +3.9% | +8.1% | +12.0% |
| 1Y | +20.1% | +3.1% | +17.0% | +20.1% |
| 3Y | +9.6% | +121.6% | -112.0% | +7.9% |
| All | +21.7% | +184.5% | -162.8% | +10.5% |
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