+93.4%
CNQ vs MAGS
+190.0%
-96.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +6.2% | +3.2% | +3.0% | +5.6% |
| 3M | +12.4% | +7.7% | +4.7% | +10.6% |
| 6M | +9.0% | +12.5% | -3.4% | +5.9% |
| YTD | +52.2% | +6.0% | +46.3% | +50.0% |
| 1Y | +65.0% | +14.4% | +50.7% | +58.8% |
| 3Y | +78.8% | +127.5% | -48.7% | +49.2% |
| All | +93.4% | +190.0% | -96.6% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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