+193.4%
MAGS vs CPAY
+92.9%
+100.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.6% | -2.0% | +2.6% | +1.2% |
| 30D | +3.2% | -0.4% | +3.6% | +3.3% |
| 3M | +7.7% | +16.4% | -8.7% | +2.4% |
| 6M | +12.5% | +23.5% | -11.1% | +4.5% |
| YTD | +6.0% | +35.7% | -29.7% | -5.5% |
| 1Y | +14.4% | +30.2% | -15.8% | +3.2% |
| 3Y | +127.5% | +49.7% | +77.8% | +94.4% |
| All | +193.4% | +92.9% | +100.5% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling