+39.8%
CMS vs MAGS
+122.1%
-82.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.6% |
| 7D | +1.7% | +1.7% | +0.1% | +1.9% |
| 30D | +6.2% | -5.8% | +12.0% | +5.5% |
| 3M | +0.6% | +0.2% | +0.4% | +0.7% |
| 6M | -1.8% | -2.7% | +0.9% | -1.8% |
| YTD | +3.8% | +4.1% | -0.2% | +4.6% |
| 1Y | -1.8% | +7.5% | -9.3% | -0.8% |
| 3Y | +39.8% | +122.0% | -82.2% | +46.7% |
| All | +39.8% | +122.1% | -82.3% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling