+127.5%
MAGS vs CPAY
+49.1%
+78.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.6% | -2.0% | +2.6% | +1.3% |
| 30D | +3.2% | -0.4% | +3.6% | +3.3% |
| 3M | +7.7% | +16.4% | -8.7% | +2.2% |
| 6M | +12.5% | +23.5% | -11.1% | +4.2% |
| YTD | +6.0% | +35.7% | -29.7% | -6.0% |
| 1Y | +14.4% | +30.2% | -15.8% | +2.8% |
| 3Y | +127.5% | +49.7% | +77.8% | +96.3% |
| All | +127.5% | +49.1% | +78.4% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 3y: compounded portfolio wealth divided by compounded CPAY 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…
3y analysis · Full analysis span regression · 6 months rolling