+94.9%
CNC vs MAGS
+15.0%
+79.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | +1.5% |
| 7D | -0.9% | +0.6% | -1.6% | -1.0% |
| 30D | -1.0% | +3.2% | -4.2% | -1.2% |
| 3M | +4.5% | +7.7% | -3.1% | +4.1% |
| 6M | +85.2% | +12.5% | +72.8% | +81.6% |
| YTD | +61.4% | +6.0% | +55.5% | +58.8% |
| 1Y | +94.9% | +14.4% | +80.5% | +105.5% |
| All | +94.9% | +15.0% | +79.9% | +105.5% |
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