+50.3%
CSX vs MAGS
+4.3%
+46.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -0.3% | -2.0% | +1.7% | -0.3% |
| 30D | +8.7% | -6.9% | +15.6% | +8.6% |
| 3M | +4.2% | +0.7% | +3.6% | +3.8% |
| 6M | +16.7% | -0.8% | +17.5% | +17.1% |
| YTD | +44.5% | +4.4% | +40.0% | +40.3% |
| 1Y | +50.3% | +3.9% | +46.4% | +46.3% |
| All | +50.3% | +4.3% | +46.0% | +46.3% |
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