+110.5%
CNC vs MAGS
+5.9%
+104.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.2% | +10.4% | +12.3% |
| 7D | +13.4% | -1.4% | +14.7% | +13.3% |
| 30D | +18.2% | -4.4% | +22.6% | +18.5% |
| 3M | +18.6% | +1.9% | +16.7% | +18.4% |
| 6M | +41.9% | +4.9% | +37.0% | +41.6% |
| YTD | +84.7% | +6.5% | +78.2% | +79.8% |
| 1Y | +110.5% | +6.3% | +104.2% | +104.9% |
| All | +110.5% | +5.9% | +104.6% | +104.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling