+128.9%
MAGS vs CASY
+155.2%
-26.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.7% | +2.2% |
| 7D | +1.3% | +3.6% | -2.3% | +0.9% |
| 30D | -6.3% | +7.2% | -13.5% | -7.1% |
| 3M | -0.1% | -16.9% | +16.9% | +2.0% |
| 6M | -0.8% | -19.3% | +18.6% | +1.8% |
| YTD | +4.7% | +25.6% | -20.9% | -3.4% |
| 1Y | +6.8% | +30.2% | -23.4% | -2.6% |
| 3Y | +128.9% | +154.9% | -25.9% | +80.7% |
| All | +128.9% | +155.2% | -26.3% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 3y: compounded portfolio wealth divided by compounded CASY 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…
3y analysis · Full analysis span regression · 6 months rolling