+160.2%
CMI vs MAGS
+187.7%
-27.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +0.7% | +0.8% | -0.1% | +0.3% |
| 30D | -12.3% | +0.4% | -12.7% | -12.5% |
| 3M | -16.8% | +5.6% | -22.4% | -19.0% |
| 6M | +1.5% | +12.3% | -10.8% | -3.9% |
| YTD | +9.8% | +5.1% | +4.7% | +6.8% |
| 1Y | +42.6% | +14.0% | +28.6% | +34.1% |
| 3Y | +151.0% | +129.4% | +21.6% | +99.7% |
| All | +160.2% | +187.7% | -27.5% | +101.9% |
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