+5.1%
MAGS vs CAPR
+65.7%
-60.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.7% | +8.7% | 0.0% |
| 7D | +3.0% | +19.1% | -16.1% | +3.0% |
| 30D | -7.3% | +48.8% | -56.2% | -7.3% |
| 3M | +1.7% | +144.4% | -142.7% | +1.8% |
| 6M | -0.4% | -67.5% | +67.1% | -0.3% |
| YTD | +4.4% | -64.5% | +68.9% | +4.5% |
| 1Y | +5.1% | +74.4% | -69.4% | +5.3% |
| All | +5.1% | +65.7% | -60.6% | +5.3% |
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