+191.5%
MAGS vs CNH
+12.5%
+179.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.5% | -2.1% |
| 7D | +0.5% | +23.3% | -22.8% | -3.4% |
| 30D | +1.5% | +33.5% | -32.0% | -4.1% |
| 3M | +0.5% | +32.7% | -32.3% | -5.2% |
| 6M | +11.6% | +22.2% | -10.6% | +6.6% |
| YTD | +5.3% | +57.7% | -52.4% | -5.5% |
| 1Y | +14.9% | +28.0% | -13.1% | +8.2% |
| 3Y | +128.9% | +11.5% | +117.4% | +116.0% |
| All | +191.5% | +12.5% | +179.0% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling