+30.9%
CRM vs MAGS
+187.1%
-156.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -8.1% | -1.8% | -6.3% | -7.1% |
| 30D | +23.1% | +1.1% | +22.0% | +22.5% |
| 3M | +42.5% | +7.7% | +34.8% | +36.5% |
| 6M | +25.3% | +11.7% | +13.6% | +16.9% |
| YTD | -7.8% | +4.9% | -12.7% | -10.6% |
| 1Y | +1.0% | +14.3% | -13.3% | -7.2% |
| 3Y | +10.0% | +128.9% | -118.9% | -35.5% |
| All | +30.9% | +187.1% | -156.2% | -32.9% |
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 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