+190.0%
MAGS vs CNH
+0.2%
+189.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.9% | -8.6% | +0.4% |
| 7D | +1.3% | +8.6% | -7.2% | -0.2% |
| 30D | -6.3% | +12.6% | -18.9% | -8.4% |
| 3M | -0.1% | +17.5% | -17.6% | -3.7% |
| 6M | -0.8% | +18.1% | -18.9% | -4.8% |
| YTD | +4.7% | +40.4% | -35.6% | -4.3% |
| 1Y | +6.8% | +34.0% | -27.2% | -1.5% |
| 3Y | +128.9% | +35.3% | +93.6% | +112.6% |
| All | +190.0% | +0.2% | +189.9% | +174.4% |
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