+40.8%
CL vs MAGS
+186.7%
-145.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +1.6% |
| 7D | +0.5% | +1.3% | -0.8% | +0.6% |
| 30D | +11.6% | -6.3% | +17.9% | +11.1% |
| 3M | +5.6% | -0.1% | +5.7% | +5.6% |
| 6M | +13.2% | -0.8% | +13.9% | +13.2% |
| YTD | +26.9% | +4.7% | +22.2% | +27.3% |
| 1Y | +27.3% | +6.8% | +20.6% | +28.0% |
| 3Y | +39.7% | +128.9% | -89.2% | +43.0% |
| All | +40.8% | +186.7% | -145.9% | +40.9% |
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