+190.0%
MAGS vs CP
+23.0%
+167.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +1.2% | +2.4% | -1.2% | +0.5% |
| 30D | -0.1% | -0.5% | +0.4% | 0.0% |
| 3M | +3.8% | +1.4% | +2.4% | +3.1% |
| 6M | +13.2% | +10.3% | +2.9% | +9.0% |
| YTD | +4.7% | +24.3% | -19.6% | -3.8% |
| 1Y | +14.4% | +20.4% | -6.1% | +6.2% |
| 3Y | +128.6% | +21.8% | +106.8% | +108.9% |
| All | +190.0% | +23.0% | +167.0% | +164.8% |
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