+536.8%
CRWD vs MAGS
+190.0%
+346.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -2.0% |
| 7D | -3.0% | +0.6% | -3.6% | -3.6% |
| 30D | -6.8% | +3.2% | -10.0% | -9.3% |
| 3M | +19.6% | +7.7% | +11.9% | +11.7% |
| 6M | +87.1% | +12.5% | +74.6% | +67.2% |
| YTD | +76.4% | +6.0% | +70.5% | +66.9% |
| 1Y | +90.8% | +14.4% | +76.4% | +68.3% |
| 3Y | +380.0% | +127.5% | +252.5% | +123.2% |
| All | +536.8% | +190.0% | +346.8% | +142.0% |
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