+1,312.5%
CLS vs MAGS
+128.8%
+1,183.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.2% | +6.3% |
| 7D | +12.8% | +1.2% | +11.5% | +11.1% |
| 30D | +3.8% | -0.1% | +3.9% | +3.9% |
| 3M | -14.6% | +3.8% | -18.4% | -19.4% |
| 6M | +32.2% | +13.2% | +19.0% | +11.2% |
| YTD | +11.6% | +4.7% | +6.9% | +4.2% |
| 1Y | +35.1% | +14.4% | +20.7% | +13.8% |
| 3Y | +1,312.5% | +128.6% | +1,184.0% | +462.0% |
| All | +1,312.5% | +128.8% | +1,183.8% | +462.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling