+189.1%
MAGS vs CF
+82.9%
+106.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | +3.0% | +5.4% | -2.3% | +3.2% |
| 30D | -7.3% | +6.5% | -13.9% | -7.1% |
| 3M | +1.7% | +4.6% | -2.9% | +1.9% |
| 6M | -0.4% | -3.3% | +2.9% | -0.1% |
| YTD | +4.4% | +63.9% | -59.5% | +0.3% |
| 1Y | +5.1% | +50.4% | -45.4% | +1.7% |
| 3Y | +122.6% | +68.2% | +54.4% | +110.9% |
| All | +189.1% | +82.9% | +106.2% | +176.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling