+1,710.9%
CLS vs MAGS
+186.7%
+1,524.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.3% | +5.5% | +4.9% |
| 7D | -10.6% | +1.3% | -11.9% | -11.7% |
| 30D | -38.4% | -6.3% | -32.1% | -32.3% |
| 3M | -29.9% | -0.1% | -29.8% | -28.9% |
| 6M | -40.6% | -0.8% | -39.9% | -39.6% |
| YTD | -24.6% | +4.7% | -29.3% | -28.5% |
| 1Y | -30.8% | +6.8% | -37.6% | -35.2% |
| 3Y | +811.7% | +128.9% | +682.8% | +303.1% |
| All | +1,710.9% | +186.7% | +1,524.2% | +652.4% |
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