-21.5%
CLX vs MAGS
+185.8%
-207.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +8.5% | +3.0% | +5.5% | +8.3% |
| 30D | +30.0% | -7.3% | +37.3% | +30.5% |
| 3M | +3.8% | +1.7% | +2.1% | +3.6% |
| 6M | +24.6% | -0.4% | +25.0% | +24.5% |
| YTD | +12.8% | +4.4% | +8.4% | +12.2% |
| 1Y | +8.6% | +5.1% | +3.5% | +8.0% |
| 3Y | -8.6% | +122.6% | -131.3% | -16.7% |
| All | -21.5% | +185.8% | -207.2% | -30.3% |
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