+190.0%
MAGS vs CG
+72.8%
+117.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.2% |
| 7D | +1.2% | -1.3% | +2.5% | +1.7% |
| 30D | -0.1% | -3.2% | +3.1% | +0.9% |
| 3M | +3.8% | +6.2% | -2.4% | +1.2% |
| 6M | +13.2% | -4.7% | +17.9% | +14.2% |
| YTD | +4.7% | -20.6% | +25.3% | +12.0% |
| 1Y | +14.4% | -26.4% | +40.8% | +25.0% |
| 3Y | +128.6% | +55.4% | +73.2% | +88.3% |
| All | +190.0% | +72.8% | +117.2% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling