+128.6%
MAGS vs CRL
+37.9%
+90.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.1% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | -0.1% | +5.0% | -5.1% | -1.0% |
| 3M | +3.8% | +50.6% | -46.8% | -4.2% |
| 6M | +13.2% | +60.9% | -47.7% | +2.5% |
| YTD | +4.7% | +40.7% | -36.0% | -3.0% |
| 1Y | +14.4% | +73.3% | -58.9% | +1.0% |
| 3Y | +128.6% | +40.6% | +88.0% | +106.5% |
| All | +128.6% | +37.9% | +90.6% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling