+190.0%
MAGS vs CAPR
+131.2%
+58.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.4% | -7.1% | +2.3% |
| 7D | +1.3% | +36.0% | -34.7% | +1.2% |
| 30D | -6.3% | +25.8% | -32.1% | -6.5% |
| 3M | -0.1% | +140.8% | -140.9% | -0.6% |
| 6M | -0.8% | -67.6% | +66.8% | -0.5% |
| YTD | +4.7% | -65.9% | +70.6% | +4.9% |
| 1Y | +6.8% | +66.1% | -59.3% | +4.4% |
| 3Y | +128.9% | +256.9% | -128.0% | +121.0% |
| All | +190.0% | +131.2% | +58.8% | +175.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling