+70.2%
CSX vs MAGS
+180.2%
-110.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.5% |
| 7D | -5.5% | -1.4% | -4.1% | -5.3% |
| 30D | +4.9% | -8.4% | +13.3% | +6.5% |
| 3M | -2.9% | -1.5% | -1.3% | -2.8% |
| 6M | +8.3% | -1.4% | +9.7% | +8.2% |
| YTD | +36.7% | +2.4% | +34.4% | +34.9% |
| 1Y | +41.5% | +3.5% | +38.0% | +39.2% |
| 3Y | +68.6% | +125.3% | -56.6% | +39.7% |
| All | +70.2% | +180.2% | -110.0% | +37.5% |
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