+78.3%
CSX vs MAGS
+122.1%
-43.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.0% | +1.7% | +4.3% | +5.6% |
| 30D | +7.8% | -5.8% | +13.6% | +8.9% |
| 3M | +4.1% | +0.2% | +3.8% | +3.8% |
| 6M | +17.9% | -2.7% | +20.6% | +18.2% |
| YTD | +44.9% | +4.1% | +40.8% | +42.4% |
| 1Y | +51.1% | +7.5% | +43.6% | +47.4% |
| 3Y | +78.3% | +122.0% | -43.8% | +51.4% |
| All | +78.3% | +122.1% | -43.8% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling