+193.4%
MAGS vs CRBG
+169.6%
+23.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | +0.6% | +0.6% | +0.1% | +0.4% |
| 30D | +3.2% | +2.6% | +0.6% | +2.3% |
| 3M | +7.7% | +24.0% | -16.3% | -0.1% |
| 6M | +12.5% | +50.5% | -38.1% | -2.9% |
| YTD | +6.0% | +17.1% | -11.2% | -0.8% |
| 1Y | +14.4% | +5.9% | +8.5% | +10.6% |
| 3Y | +127.5% | +122.7% | +4.8% | +79.3% |
| All | +193.4% | +169.6% | +23.8% | +119.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling