+193.4%
MAGS vs CGNX
+35.9%
+157.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.2% |
| 7D | +0.6% | +3.2% | -2.5% | 0.0% |
| 30D | +3.2% | +6.0% | -2.8% | +1.8% |
| 3M | +7.7% | +3.5% | +4.1% | +6.2% |
| 6M | +12.5% | +26.3% | -13.8% | +6.0% |
| YTD | +6.0% | +79.2% | -73.3% | -10.0% |
| 1Y | +14.4% | +43.8% | -29.4% | +2.7% |
| 3Y | +127.5% | +52.0% | +75.6% | +85.2% |
| All | +193.4% | +35.9% | +157.5% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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