+24.6%
CMS vs MAGS
+186.6%
-162.1%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.4% |
| 7D | +1.2% | +1.2% | 0.0% | +1.4% |
| 30D | -3.2% | -0.1% | -3.1% | -3.2% |
| 3M | -2.2% | +3.8% | -6.0% | -1.7% |
| 6M | -9.4% | +13.2% | -22.7% | -8.2% |
| YTD | +0.7% | +4.7% | -4.0% | +1.4% |
| 1Y | +0.4% | +14.4% | -14.0% | +1.8% |
| 3Y | +35.2% | +128.6% | -93.4% | +43.1% |
| All | +24.6% | +186.6% | -162.1% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling