+79.9%
CSX vs MAGS
+185.9%
-106.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -0.3% | -2.0% | +1.7% | +0.1% |
| 30D | +8.7% | -6.9% | +15.6% | +10.0% |
| 3M | +4.2% | +0.7% | +3.6% | +3.8% |
| 6M | +16.7% | -0.8% | +17.5% | +16.4% |
| YTD | +44.5% | +4.4% | +40.0% | +42.0% |
| 1Y | +50.3% | +3.9% | +46.4% | +47.9% |
| 3Y | +76.3% | +122.7% | -46.4% | +46.3% |
| All | +79.9% | +185.9% | -106.0% | +44.8% |
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