+14.9%
MAGS vs CAPR
+48.7%
-33.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | +0.5% | -2.0% | +2.5% | +0.5% |
| 30D | +1.5% | +139.2% | -137.7% | +1.5% |
| 3M | +0.5% | -66.4% | +66.8% | +0.5% |
| 6M | +11.6% | -63.1% | +74.7% | +11.7% |
| YTD | +5.3% | -67.4% | +72.7% | +5.3% |
| 1Y | +14.9% | +58.2% | -43.4% | +17.6% |
| All | +14.9% | +48.7% | -33.8% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling