+14.0%
MAGS vs CRL
+66.2%
-52.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.5% |
| 7D | +0.8% | -4.6% | +5.4% | +1.3% |
| 30D | +0.4% | +0.5% | -0.1% | +0.3% |
| 3M | +5.6% | +46.6% | -41.0% | +0.6% |
| 6M | +12.3% | +57.3% | -45.0% | +5.3% |
| YTD | +5.1% | +39.5% | -34.4% | -0.3% |
| 1Y | +14.0% | +76.9% | -62.9% | +5.8% |
| All | +14.0% | +66.2% | -52.2% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling