+193.4%
MAGS vs CAKE
+227.4%
-34.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | +0.6% | -4.5% | +5.2% | +1.5% |
| 30D | +3.2% | -12.4% | +15.7% | +5.6% |
| 3M | +7.7% | +37.3% | -29.7% | +0.5% |
| 6M | +12.5% | +70.7% | -58.3% | -0.3% |
| YTD | +6.0% | +106.0% | -100.0% | -10.3% |
| 1Y | +14.4% | +79.7% | -65.3% | -0.2% |
| 3Y | +127.5% | +267.8% | -140.2% | +73.9% |
| All | +193.4% | +227.4% | -34.0% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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