+5.6%
CMG vs MAGS
+190.0%
-184.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | -2.1% | +0.6% | -2.7% | -2.3% |
| 30D | +10.9% | +3.2% | +7.7% | +9.4% |
| 3M | +15.8% | +7.7% | +8.2% | +11.8% |
| 6M | +6.9% | +12.5% | -5.5% | +0.8% |
| YTD | -2.2% | +6.0% | -8.1% | -5.4% |
| 1Y | -7.1% | +14.4% | -21.5% | -13.1% |
| 3Y | -7.1% | +127.5% | -134.7% | -36.5% |
| All | +5.6% | +190.0% | -184.4% | -37.5% |
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 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