-33.0%
CLF vs MAGS
+186.6%
-219.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.3% |
| 7D | +6.5% | +1.2% | +5.3% | +5.4% |
| 30D | +0.2% | -0.1% | +0.3% | +0.2% |
| 3M | -3.1% | +3.8% | -6.9% | -7.2% |
| 6M | +25.0% | +13.2% | +11.8% | +12.0% |
| YTD | -7.5% | +4.7% | -12.2% | -11.7% |
| 1Y | +11.5% | +14.4% | -2.9% | 0.0% |
| 3Y | -13.7% | +128.6% | -142.2% | -48.4% |
| All | -33.0% | +186.6% | -219.7% | -65.7% |
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