+96.1%
CRH vs MAGS
+190.0%
-93.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.5% |
| 7D | -6.1% | +0.6% | -6.7% | -6.4% |
| 30D | -9.3% | +3.2% | -12.5% | -10.9% |
| 3M | -15.2% | +7.7% | -22.9% | -18.8% |
| 6M | -14.2% | +12.5% | -26.7% | -20.0% |
| YTD | -28.3% | +6.0% | -34.2% | -30.9% |
| 1Y | -21.8% | +14.4% | -36.2% | -28.0% |
| 3Y | +71.6% | +127.5% | -55.9% | +10.4% |
| All | +96.1% | +190.0% | -93.9% | +20.6% |
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