+191.5%
MAGS vs CP
+23.6%
+167.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +0.5% | -2.7% | +3.2% | +1.4% |
| 30D | +1.5% | +0.2% | +1.3% | +1.4% |
| 3M | +0.5% | +2.6% | -2.1% | -0.6% |
| 6M | +11.6% | +6.0% | +5.6% | +8.9% |
| YTD | +5.3% | +24.9% | -19.7% | -3.4% |
| 1Y | +14.9% | +20.1% | -5.2% | +6.8% |
| 3Y | +128.9% | +16.4% | +112.5% | +111.2% |
| All | +191.5% | +23.6% | +167.9% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling