+3.9%
MAGS vs CAPR
+64.2%
-60.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.4% | -7.1% | +2.3% |
| 7D | +1.3% | +36.0% | -34.7% | +1.3% |
| 30D | -6.3% | +25.8% | -32.1% | -6.3% |
| 3M | -0.1% | +140.8% | -140.9% | 0.0% |
| 6M | -0.8% | -67.6% | +66.8% | -0.7% |
| YTD | +4.7% | -65.9% | +70.6% | +4.8% |
| All | +3.9% | +64.2% | -60.3% | +4.1% |
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