+33.4%
CRM vs MAGS
+190.0%
-156.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.4% |
| 7D | -4.4% | +0.6% | -5.1% | -4.8% |
| 30D | +28.1% | +3.2% | +24.9% | +26.1% |
| 3M | +48.8% | +7.7% | +41.2% | +42.6% |
| 6M | +28.3% | +12.5% | +15.8% | +19.2% |
| YTD | -6.0% | +6.0% | -12.0% | -9.4% |
| 1Y | +1.4% | +14.4% | -12.9% | -6.9% |
| 3Y | +11.8% | +127.5% | -115.7% | -34.1% |
| All | +33.4% | +190.0% | -156.6% | -31.9% |
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