+3.9%
MAGS vs CP
+33.1%
-29.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +2.1% |
| 7D | +1.3% | +2.8% | -1.5% | +1.1% |
| 30D | -6.3% | +11.3% | -17.7% | -7.2% |
| 3M | -0.1% | +2.9% | -2.9% | -0.3% |
| 6M | -0.8% | +9.8% | -10.5% | -1.8% |
| YTD | +4.7% | +28.5% | -23.8% | +1.7% |
| All | +3.9% | +33.1% | -29.2% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling