+187.8%
MAGS vs CRL
+72.6%
+115.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.4% |
| 7D | -0.3% | -1.7% | +1.4% | -0.1% |
| 30D | -7.1% | +14.6% | -21.7% | -9.5% |
| 3M | -0.7% | +24.8% | -25.5% | -4.9% |
| 6M | -1.5% | +94.7% | -96.2% | -13.7% |
| YTD | +3.9% | +73.4% | -69.4% | -7.5% |
| 1Y | +3.1% | +104.7% | -101.6% | -11.3% |
| 3Y | +121.6% | +101.1% | +20.6% | +84.6% |
| All | +187.8% | +72.6% | +115.2% | +146.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling