+322.1%
CORZ vs MAGS
+99.5%
+222.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.4% |
| 7D | +23.5% | +1.7% | +21.8% | +21.0% |
| 30D | +7.5% | -5.8% | +13.3% | +17.1% |
| 3M | -26.6% | +0.2% | -26.8% | -25.9% |
| 6M | -39.5% | -2.7% | -36.8% | -36.9% |
| YTD | -0.3% | +4.1% | -4.4% | -4.1% |
| 1Y | -4.2% | +7.5% | -11.7% | -11.5% |
| All | +322.1% | +99.5% | +222.6% | +97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling