+189.2%
MAGS vs CRL
+71.0%
+118.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -2.0% | +5.0% | -7.0% | -2.8% |
| 30D | -6.9% | +13.5% | -20.4% | -9.2% |
| 3M | +0.7% | +21.5% | -20.9% | -3.2% |
| 6M | -0.8% | +103.4% | -104.2% | -13.8% |
| YTD | +4.4% | +71.8% | -67.3% | -6.9% |
| 1Y | +3.9% | +97.5% | -93.6% | -10.0% |
| 3Y | +122.7% | +99.2% | +23.5% | +85.8% |
| All | +189.2% | +71.0% | +118.2% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling