-0.8%
COR vs MAGS
+5.6%
-6.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.2% | +2.9% |
| 7D | +7.8% | +1.7% | +6.2% | +7.9% |
| 30D | +7.0% | -5.8% | +12.8% | +6.3% |
| 3M | +16.3% | +0.2% | +16.0% | +16.5% |
| 6M | +41.3% | -2.7% | +43.9% | +42.1% |
| YTD | +7.1% | +4.1% | +3.0% | +7.2% |
| 1Y | -0.8% | +7.5% | -8.3% | -1.5% |
| All | -0.8% | +5.6% | -6.4% | -1.5% |
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