+20.2%
CLF vs MAGS
+5.9%
+14.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.2% | -11.4% | -10.4% |
| 7D | -7.9% | -1.4% | -6.5% | -7.2% |
| 30D | +5.2% | -4.4% | +9.6% | +8.1% |
| 3M | +4.3% | +1.9% | +2.4% | +3.7% |
| 6M | +25.3% | +4.9% | +20.3% | +24.0% |
| YTD | -3.3% | +6.5% | -9.9% | -7.8% |
| 1Y | +20.2% | +6.3% | +13.9% | +14.9% |
| All | +20.2% | +5.9% | +14.4% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling