-54.6%
CSGP vs MAGS
+1.4%
-56.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.0% | -5.7% | -4.8% |
| 7D | +1.3% | -1.4% | +2.6% | +1.5% |
| 30D | +10.7% | -8.4% | +19.0% | +12.0% |
| 3M | +3.3% | -1.5% | +4.8% | +2.6% |
| 6M | -10.3% | -1.4% | -9.0% | -11.3% |
| YTD | -54.6% | +2.4% | -56.9% | -55.2% |
| 1Y | -54.6% | +3.5% | -58.2% | -55.3% |
| All | -54.6% | +1.4% | -56.1% | -55.3% |
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