+546.9%
CRWD vs MAGS
+186.6%
+360.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -2.3% | +1.2% | -3.6% | -3.4% |
| 30D | -2.1% | -0.1% | -2.0% | -1.8% |
| 3M | +27.5% | +3.8% | +23.7% | +23.2% |
| 6M | +95.8% | +13.2% | +82.6% | +73.9% |
| YTD | +79.2% | +4.7% | +74.5% | +71.5% |
| 1Y | +96.3% | +14.4% | +81.9% | +73.1% |
| 3Y | +399.8% | +128.6% | +271.2% | +131.4% |
| All | +546.9% | +186.6% | +360.3% | +148.6% |
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