+66.2%
CME vs MAGS
+186.6%
-120.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -2.9% | +1.2% | -4.1% | -2.8% |
| 30D | +5.5% | -0.1% | +5.6% | +5.5% |
| 3M | +11.0% | +3.8% | +7.2% | +11.4% |
| 6M | -9.7% | +13.2% | -22.9% | -8.5% |
| YTD | +4.9% | +4.7% | +0.1% | +5.6% |
| 1Y | +10.1% | +14.4% | -4.3% | +11.7% |
| 3Y | +53.5% | +128.6% | -75.0% | +58.0% |
| All | +66.2% | +186.6% | -120.5% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling