-54.6%
CSGP vs MAGS
+186.7%
-241.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | -0.1% | +1.5% |
| 7D | -1.8% | +1.3% | -3.1% | -2.3% |
| 30D | +5.3% | -6.3% | +11.6% | +7.4% |
| 3M | +3.3% | -0.1% | +3.4% | +2.9% |
| 6M | -4.7% | -0.8% | -3.9% | -5.1% |
| YTD | -53.5% | +4.7% | -58.3% | -54.7% |
| 1Y | -53.7% | +6.8% | -60.5% | -55.3% |
| 3Y | -59.7% | +128.9% | -188.7% | -72.8% |
| All | -54.6% | +186.7% | -241.3% | -76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling