+187.8%
MAGS vs CF
+79.2%
+108.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.7% |
| 7D | -0.3% | +4.8% | -5.0% | -0.1% |
| 30D | -7.1% | +9.7% | -16.8% | -6.8% |
| 3M | -0.7% | +1.2% | -2.0% | -0.6% |
| 6M | -1.5% | +7.4% | -8.9% | -1.4% |
| YTD | +3.9% | +60.5% | -56.6% | -0.2% |
| 1Y | +3.1% | +50.7% | -47.7% | -0.5% |
| 3Y | +121.6% | +64.8% | +56.8% | +109.8% |
| All | +187.8% | +79.2% | +108.6% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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