+191.0%
MAGS vs CNH
+8.6%
+182.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | 0.0% |
| 7D | +0.8% | +1.8% | -1.0% | +0.4% |
| 30D | +0.4% | +32.6% | -32.2% | -5.1% |
| 3M | +5.6% | +29.4% | -23.8% | 0.0% |
| 6M | +12.3% | +26.0% | -13.7% | +6.4% |
| YTD | +5.1% | +52.2% | -47.1% | -5.1% |
| 1Y | +14.0% | +23.9% | -9.9% | +7.9% |
| 3Y | +129.4% | +10.1% | +119.3% | +117.2% |
| All | +191.0% | +8.6% | +182.4% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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