-53.4%
CSGP vs MAGS
+177.4%
-230.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | 0.0% |
| 7D | +13.9% | -4.1% | +18.0% | +15.4% |
| 30D | +16.0% | -9.5% | +25.5% | +19.6% |
| 3M | +6.1% | -2.3% | +8.4% | +6.4% |
| 6M | -8.2% | -0.4% | -7.8% | -8.9% |
| YTD | -52.3% | +1.3% | -53.7% | -53.1% |
| 1Y | -54.5% | +0.4% | -54.9% | -55.1% |
| 3Y | -58.6% | +125.4% | -184.0% | -72.0% |
| All | -53.4% | +177.4% | -230.8% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling