-33.6%
CLX vs MAGS
+128.8%
-162.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | -3.5% | +1.2% | -4.8% | -3.6% |
| 30D | -11.9% | -0.1% | -11.8% | -11.9% |
| 3M | -2.6% | +3.8% | -6.4% | -2.8% |
| 6M | -18.2% | +13.2% | -31.4% | -18.6% |
| YTD | -5.9% | +4.7% | -10.6% | -6.3% |
| 1Y | -23.8% | +14.4% | -38.2% | -24.5% |
| 3Y | -33.6% | +128.6% | -162.1% | -41.4% |
| All | -33.6% | +128.8% | -162.4% | -41.4% |
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 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