+1,873.4%
CLS vs MAGS
+185.9%
+1,687.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +7.9% |
| 7D | +2.8% | -2.0% | +4.7% | +6.2% |
| 30D | -30.1% | -6.9% | -23.2% | -22.5% |
| 3M | -21.7% | +0.7% | -22.4% | -21.4% |
| 6M | -36.2% | -0.8% | -35.4% | -35.1% |
| YTD | -17.8% | +4.4% | -22.3% | -21.7% |
| 1Y | -26.8% | +3.9% | -30.7% | -29.2% |
| 3Y | +853.4% | +122.7% | +730.7% | +332.0% |
| All | +1,873.4% | +185.9% | +1,687.5% | +723.3% |
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