+34.4%
CVS vs MAGS
+184.9%
-150.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +6.6% | +1.7% | +4.9% | +6.5% |
| 30D | -0.4% | -5.8% | +5.3% | -0.3% |
| 3M | -5.3% | +0.2% | -5.5% | -5.3% |
| 6M | -7.7% | -2.7% | -5.1% | -7.6% |
| YTD | +16.0% | +4.1% | +12.0% | +15.7% |
| 1Y | +16.2% | +7.5% | +8.7% | +15.7% |
| 3Y | +47.6% | +122.0% | -74.5% | +39.2% |
| All | +34.4% | +184.9% | -150.5% | +18.3% |
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 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