+189.1%
MAGS vs CP
+27.9%
+161.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +3.0% | +0.9% | +2.1% | +2.7% |
| 30D | -7.3% | +10.3% | -17.7% | -10.1% |
| 3M | +1.7% | +2.3% | -0.6% | +0.9% |
| 6M | -0.4% | +10.7% | -11.1% | -4.0% |
| YTD | +4.4% | +29.3% | -24.9% | -5.3% |
| 1Y | +5.1% | +31.5% | -26.4% | -5.4% |
| 3Y | +122.6% | +36.7% | +85.9% | +97.0% |
| All | +189.1% | +27.9% | +161.1% | +160.6% |
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