-33.2%
CLF vs MAGS
+186.7%
-219.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.3% | +4.7% | +5.1% |
| 7D | -14.1% | +1.3% | -15.4% | -14.8% |
| 30D | -5.5% | -6.3% | +0.8% | -0.2% |
| 3M | 0.0% | -0.1% | +0.1% | +0.3% |
| 6M | +11.3% | -0.8% | +12.0% | +11.5% |
| YTD | -7.7% | +4.7% | -12.4% | -11.6% |
| 1Y | +17.5% | +6.8% | +10.8% | +10.6% |
| 3Y | -25.4% | +128.9% | -154.3% | -55.5% |
| All | -33.2% | +186.7% | -219.9% | -65.6% |
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