-31.9%
CLF vs MAGS
+188.2%
-220.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.9% |
| 7D | +7.6% | +0.5% | +7.0% | +7.1% |
| 30D | -1.2% | +1.5% | -2.7% | -2.5% |
| 3M | -13.4% | +0.5% | -13.8% | -14.5% |
| 6M | +15.4% | +11.6% | +3.8% | +4.8% |
| YTD | -5.9% | +5.3% | -11.1% | -10.6% |
| 1Y | +18.8% | +14.9% | +3.9% | +6.1% |
| 3Y | -19.4% | +128.9% | -148.3% | -51.9% |
| All | -31.9% | +188.2% | -220.1% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling