+190.0%
MAGS vs CNH
+6.3%
+183.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.0% | +0.5% |
| 7D | +1.2% | +8.8% | -7.6% | -0.5% |
| 30D | -0.1% | +24.7% | -24.8% | -4.5% |
| 3M | +3.8% | +27.3% | -23.5% | -1.4% |
| 6M | +13.2% | +23.2% | -9.9% | +7.8% |
| YTD | +4.7% | +48.9% | -44.2% | -5.0% |
| 1Y | +14.4% | +19.4% | -5.0% | +9.1% |
| 3Y | +128.6% | +7.8% | +120.8% | +117.3% |
| All | +190.0% | +6.3% | +183.7% | +172.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling