+122.0%
MAGS vs CF
+68.9%
+53.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.7% | +4.8% | -3.1% | +1.8% |
| 30D | -5.8% | +4.7% | -10.5% | -5.6% |
| 3M | +0.2% | +7.4% | -7.2% | +0.5% |
| 6M | -2.7% | +0.6% | -3.2% | -2.3% |
| YTD | +4.1% | +64.1% | -60.0% | -1.4% |
| 1Y | +7.5% | +51.4% | -43.9% | +2.8% |
| 3Y | +122.0% | +67.8% | +54.2% | +103.2% |
| All | +122.0% | +68.9% | +53.1% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling