+90.7%
COST vs MAGS
+186.6%
-95.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -3.2% | +1.2% | -4.4% | -3.5% |
| 30D | -4.0% | -0.1% | -3.9% | -4.0% |
| 3M | -6.5% | +3.8% | -10.3% | -7.5% |
| 6M | -8.5% | +13.2% | -21.8% | -11.9% |
| YTD | +6.0% | +4.7% | +1.3% | +4.4% |
| 1Y | -5.8% | +14.4% | -20.2% | -10.2% |
| 3Y | +71.8% | +128.6% | -56.7% | +26.6% |
| All | +90.7% | +186.6% | -95.9% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling