+27.0%
CMS vs MAGS
+186.7%
-159.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.8% |
| 7D | -0.9% | +1.3% | -2.2% | -0.8% |
| 30D | +7.1% | -6.3% | +13.4% | +6.4% |
| 3M | -1.3% | -0.1% | -1.2% | -1.2% |
| 6M | -2.7% | -0.8% | -1.9% | -2.5% |
| YTD | +2.6% | +4.7% | -2.1% | +3.3% |
| 1Y | -2.0% | +6.8% | -8.8% | -1.1% |
| 3Y | +39.6% | +128.9% | -89.3% | +47.7% |
| All | +27.0% | +186.7% | -159.8% | +32.4% |
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