+127.3%
MAGS vs CART
+39.2%
+88.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +1.3% | +1.5% | -0.2% | +1.1% |
| 30D | -6.3% | +22.4% | -28.7% | -8.8% |
| 3M | -0.1% | +16.5% | -16.6% | -2.2% |
| 6M | -0.8% | +44.9% | -45.6% | -5.9% |
| YTD | +4.7% | +30.0% | -25.2% | +0.4% |
| 1Y | +6.8% | +59.1% | -52.3% | -0.9% |
| 3Y | +128.9% | +138.8% | -9.9% | +100.5% |
| All | +127.3% | +39.2% | +88.1% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling