-2.9%
CNC vs MAGS
+187.1%
-190.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -3.9% | -1.8% | -2.1% | -3.9% |
| 30D | +0.8% | +1.1% | -0.3% | +0.8% |
| 3M | +0.1% | +7.7% | -7.6% | +0.3% |
| 6M | +79.7% | +11.7% | +68.0% | +80.0% |
| YTD | +58.9% | +4.9% | +54.0% | +58.9% |
| 1Y | +109.1% | +14.3% | +94.8% | +109.9% |
| 3Y | 0.0% | +128.9% | -128.9% | -0.2% |
| All | -2.9% | +187.1% | -190.0% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling