+187.8%
MAGS vs CASY
+226.0%
-38.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -0.3% | +5.0% | -5.2% | -0.8% |
| 30D | -7.1% | +8.2% | -15.3% | -7.9% |
| 3M | -0.7% | -18.2% | +17.5% | +1.6% |
| 6M | -1.5% | -18.6% | +17.1% | +0.8% |
| YTD | +3.9% | +26.8% | -22.9% | -3.5% |
| 1Y | +3.1% | +31.6% | -28.5% | -5.3% |
| 3Y | +121.6% | +156.5% | -34.9% | +79.2% |
| All | +187.8% | +226.0% | -38.2% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling