-28.8%
CLF vs MAGS
+185.8%
-214.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +16.0% | +3.0% | +13.0% | +13.3% |
| 30D | +1.6% | -7.3% | +9.0% | +8.3% |
| 3M | +6.7% | +1.7% | +5.0% | +5.5% |
| 6M | +21.1% | -0.4% | +21.5% | +20.9% |
| YTD | -1.6% | +4.4% | -6.0% | -5.5% |
| 1Y | +18.5% | +5.1% | +13.4% | +13.2% |
| 3Y | -21.0% | +122.6% | -143.6% | -52.1% |
| All | -28.8% | +185.8% | -214.5% | -63.3% |
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