-53.3%
CSGP vs MAGS
+5.9%
-59.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.7% |
| 7D | +18.3% | -1.4% | +19.7% | +18.5% |
| 30D | +17.8% | -4.4% | +22.2% | +18.6% |
| 3M | +9.3% | +1.9% | +7.3% | +8.0% |
| 6M | -7.9% | +4.9% | -12.9% | -10.2% |
| YTD | -51.5% | +6.5% | -58.1% | -52.3% |
| 1Y | -53.3% | +6.3% | -59.6% | -54.0% |
| All | -53.3% | +5.9% | -59.2% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling