+42.4%
CVS vs MAGS
+187.1%
-144.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -2.0% | -1.8% | -0.2% | -1.9% |
| 30D | +1.9% | +1.1% | +0.8% | +1.9% |
| 3M | -2.2% | +7.7% | -9.9% | -2.4% |
| 6M | +26.7% | +11.7% | +15.0% | +26.2% |
| YTD | +22.9% | +4.9% | +18.0% | +22.6% |
| 1Y | +32.9% | +14.3% | +18.6% | +32.1% |
| 3Y | +62.3% | +128.9% | -66.6% | +52.5% |
| All | +42.4% | +187.1% | -144.7% | +25.4% |
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 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