+69.8%
CSX vs MAGS
+186.6%
-116.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +0.6% | +1.2% | -0.6% | +0.4% |
| 30D | -2.3% | -0.1% | -2.2% | -2.3% |
| 3M | +4.3% | +3.8% | +0.5% | +3.3% |
| 6M | +23.4% | +13.2% | +10.1% | +19.4% |
| YTD | +36.4% | +4.7% | +31.7% | +34.3% |
| 1Y | +53.0% | +14.4% | +38.7% | +47.3% |
| 3Y | +70.6% | +128.6% | -57.9% | +41.5% |
| All | +69.8% | +186.6% | -116.8% | +36.9% |
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