+89.3%
CME vs MAGS
+185.8%
-96.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.7% | +3.0% | -0.3% | +3.0% |
| 30D | +13.5% | -7.3% | +20.8% | +12.7% |
| 3M | +20.9% | +1.7% | +19.2% | +21.1% |
| 6M | +11.5% | -0.4% | +11.9% | +11.6% |
| YTD | +19.5% | +4.4% | +15.1% | +20.3% |
| 1Y | +17.2% | +5.1% | +12.2% | +18.1% |
| 3Y | +65.1% | +122.6% | -57.5% | +69.7% |
| All | +89.3% | +185.8% | -96.5% | +98.5% |
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