+125.5%
MAGS vs CART
+39.2%
+86.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.6% |
| 3M | -0.7% | +15.6% | -16.4% | -2.8% |
| 6M | -1.5% | +44.9% | -46.4% | -6.6% |
| YTD | +3.9% | +30.0% | -26.1% | -0.4% |
| 1Y | +3.1% | +56.6% | -53.5% | -4.1% |
| 3Y | +121.6% | +131.9% | -10.3% | +94.5% |
| All | +125.5% | +39.2% | +86.3% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling