+190.0%
MAGS vs CPB
-54.6%
+244.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.4% |
| 7D | +1.2% | -8.2% | +9.5% | +0.5% |
| 30D | -0.1% | -5.6% | +5.5% | -0.6% |
| 3M | +3.8% | +3.0% | +0.9% | +4.3% |
| 6M | +13.2% | -12.7% | +26.0% | +11.8% |
| YTD | +4.7% | -18.0% | +22.7% | +2.9% |
| 1Y | +14.4% | -31.7% | +46.1% | +10.5% |
| 3Y | +128.6% | -41.0% | +169.5% | +116.7% |
| All | +190.0% | -54.6% | +244.6% | +184.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling