+191.0%
MAGS vs CPB
-54.4%
+245.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | +0.8% | -8.0% | +8.8% | +0.1% |
| 30D | +0.4% | -2.4% | +2.8% | +0.2% |
| 3M | +5.6% | +0.5% | +5.0% | +5.8% |
| 6M | +12.3% | -10.5% | +22.8% | +11.2% |
| YTD | +5.1% | -17.5% | +22.6% | +3.3% |
| 1Y | +14.0% | -31.0% | +45.0% | +10.2% |
| 3Y | +129.4% | -40.6% | +170.0% | +117.6% |
| All | +191.0% | -54.4% | +245.4% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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