+14.0%
MAGS vs CPB
-30.8%
+44.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.7% |
| 6M | +12.3% | -10.5% | +22.8% | +10.2% |
| YTD | +5.1% | -17.5% | +22.6% | +1.9% |
| 1Y | +14.0% | -31.0% | +45.0% | +8.2% |
| All | +14.0% | -30.8% | +44.8% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling