+183.5%
MAGS vs CAPR
+111.3%
+72.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.6% | +1.0% |
| 7D | -1.4% | +41.1% | -42.5% | -1.6% |
| 30D | -8.4% | +11.1% | -19.5% | -8.4% |
| 3M | -1.5% | +115.3% | -116.8% | -2.0% |
| 6M | -1.4% | -73.8% | +72.5% | -1.0% |
| YTD | +2.4% | -68.8% | +71.2% | +2.6% |
| 1Y | +3.5% | +43.3% | -39.8% | +1.5% |
| 3Y | +125.3% | +214.7% | -89.4% | +117.5% |
| All | +183.5% | +111.3% | +72.2% | +169.1% |
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 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