+122.0%
MAGS vs CAPR
+239.1%
-117.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.6% | -0.3% |
| 7D | +1.7% | +5.9% | -4.2% | +1.6% |
| 30D | -5.8% | +44.6% | -50.4% | -6.0% |
| 3M | +0.2% | +126.4% | -126.1% | -0.3% |
| 6M | -2.7% | -68.6% | +65.9% | -2.4% |
| YTD | +4.1% | -67.0% | +71.1% | +4.3% |
| 1Y | +7.5% | +65.2% | -57.7% | +4.9% |
| 3Y | +122.0% | +235.6% | -113.5% | +107.0% |
| All | +122.0% | +239.1% | -117.1% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling