+384.9%
CRWD vs MAGS
+126.1%
+258.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.7% |
| 7D | -2.8% | -1.8% | -1.1% | -1.2% |
| 30D | -5.9% | +1.1% | -7.0% | -6.6% |
| 3M | +29.0% | +7.7% | +21.3% | +20.6% |
| 6M | +91.5% | +11.7% | +79.8% | +72.3% |
| YTD | +78.2% | +4.9% | +73.3% | +70.4% |
| 1Y | +96.6% | +14.3% | +82.3% | +73.7% |
| All | +384.9% | +126.1% | +258.8% | +133.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling