+180.6%
MAGS vs CF
+73.6%
+107.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.2% | -11.0% | -4.7% |
| 7D | -4.1% | +0.4% | -4.5% | -4.0% |
| 30D | -9.5% | +2.2% | -11.7% | -9.4% |
| 3M | -2.3% | +2.1% | -4.4% | -2.2% |
| 6M | -0.4% | -6.5% | +6.2% | -0.2% |
| YTD | +1.3% | +55.6% | -54.2% | -2.8% |
| 1Y | +0.4% | +42.3% | -41.9% | -2.9% |
| 3Y | +125.4% | +55.7% | +69.7% | +113.2% |
| All | +180.6% | +73.6% | +107.0% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling