+5.1%
MAGS vs CG
-26.5%
+31.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.2% | +0.9% |
| 7D | +3.0% | -1.5% | +4.5% | +3.3% |
| 30D | -7.3% | +5.7% | -13.0% | -8.4% |
| 3M | +1.7% | -17.9% | +19.6% | +6.4% |
| 6M | -0.4% | -20.2% | +19.8% | +4.7% |
| YTD | +4.4% | -32.0% | +36.4% | +12.6% |
| 1Y | +5.1% | -27.0% | +32.1% | +10.9% |
| All | +5.1% | -26.5% | +31.5% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling