+193.4%
MAGS vs CG
+59.2%
+134.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.6% |
| 7D | +0.6% | -9.9% | +10.5% | +4.3% |
| 30D | +3.2% | -11.7% | +14.9% | +7.5% |
| 3M | +7.7% | -4.3% | +12.0% | +8.8% |
| 6M | +12.5% | -8.8% | +21.2% | +15.0% |
| YTD | +6.0% | -26.9% | +32.8% | +16.5% |
| 1Y | +14.4% | -35.4% | +49.8% | +31.1% |
| 3Y | +127.5% | +43.0% | +84.5% | +92.7% |
| All | +193.4% | +59.2% | +134.2% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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