+189.1%
MAGS vs CRL
+70.1%
+119.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +3.0% | +8.9% | -5.9% | +1.4% |
| 30D | -7.3% | +14.0% | -21.3% | -9.7% |
| 3M | +1.7% | +19.8% | -18.1% | -1.9% |
| 6M | -0.4% | +102.0% | -102.4% | -13.3% |
| YTD | +4.4% | +70.8% | -66.5% | -6.8% |
| 1Y | +5.1% | +98.7% | -93.7% | -9.1% |
| 3Y | +122.6% | +98.2% | +24.5% | +85.9% |
| All | +189.1% | +70.1% | +119.0% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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