-56.3%
CSGP vs MAGS
+185.8%
-242.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -6.1% | +3.0% | -9.1% | -7.0% |
| 30D | +0.3% | -7.3% | +7.7% | +2.7% |
| 3M | -1.3% | +1.7% | -3.0% | -2.3% |
| 6M | -8.9% | -0.4% | -8.5% | -9.5% |
| YTD | -55.2% | +4.4% | -59.6% | -56.3% |
| 1Y | -56.4% | +5.1% | -61.5% | -57.6% |
| 3Y | -62.2% | +122.6% | -184.8% | -74.1% |
| All | -56.3% | +185.8% | -242.0% | -76.9% |
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