+122.0%
MAGS vs CHD
+31.2%
+90.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.1% |
| 7D | +1.7% | +3.6% | -2.0% | +2.1% |
| 30D | -5.8% | +10.4% | -16.2% | -4.5% |
| 3M | +0.2% | +12.2% | -11.9% | +1.8% |
| 6M | -2.7% | +19.9% | -22.6% | -0.2% |
| YTD | +4.1% | +36.4% | -32.3% | +9.2% |
| 1Y | +7.5% | +35.1% | -27.6% | +12.6% |
| 3Y | +122.0% | +29.2% | +92.9% | +127.6% |
| All | +122.0% | +31.2% | +90.8% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling