+190.0%
MAGS vs CP
+27.2%
+162.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.7% |
| 7D | +1.3% | +2.8% | -1.5% | +0.5% |
| 30D | -6.3% | +11.3% | -17.7% | -9.4% |
| 3M | -0.1% | +2.9% | -2.9% | -1.1% |
| 6M | -0.8% | +9.8% | -10.5% | -4.1% |
| YTD | +4.7% | +28.5% | -23.8% | -4.8% |
| 1Y | +6.8% | +33.5% | -26.7% | -4.5% |
| 3Y | +128.9% | +31.9% | +97.0% | +104.4% |
| All | +190.0% | +27.2% | +162.9% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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