+191.0%
MAGS vs CAPR
+102.8%
+88.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.4% |
| 7D | +0.8% | -12.6% | +13.5% | +0.9% |
| 30D | +0.4% | +124.4% | -124.0% | -0.1% |
| 3M | +5.6% | -66.8% | +72.4% | +5.8% |
| 6M | +12.3% | -71.8% | +84.1% | +12.7% |
| YTD | +5.1% | -70.1% | +75.2% | +5.4% |
| 1Y | +14.0% | +33.3% | -19.4% | +11.8% |
| 3Y | +129.4% | +36.7% | +92.7% | +122.0% |
| All | +191.0% | +102.8% | +88.2% | +176.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling