+0.4%
MAGS vs CRBG
+13.0%
-12.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.5% | +0.6% | -3.4% |
| 7D | -4.1% | -3.0% | -1.1% | -3.3% |
| 30D | -9.5% | -2.6% | -6.9% | -8.9% |
| 3M | -2.3% | +2.7% | -5.0% | -2.9% |
| 6M | -0.4% | +22.2% | -22.6% | -5.4% |
| YTD | +1.3% | +16.5% | -15.2% | -4.0% |
| 1Y | +0.4% | +16.9% | -16.6% | -5.1% |
| All | +0.4% | +13.0% | -12.6% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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