+3.1%
MAGS vs CART
+51.1%
-48.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | -7.1% | +22.4% | -29.5% | -8.1% |
| 3M | -0.7% | +15.6% | -16.4% | -1.6% |
| 6M | -1.5% | +44.9% | -46.4% | -3.3% |
| YTD | +3.9% | +30.0% | -26.1% | +1.5% |
| 1Y | +3.1% | +56.6% | -53.5% | +0.6% |
| All | +3.1% | +51.1% | -48.0% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling