+60.7%
COP vs MAGS
+5.9%
+54.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.2% | -7.4% | -4.1% |
| 7D | -8.1% | -1.4% | -6.8% | -8.6% |
| 30D | +6.7% | -4.4% | +11.0% | +4.8% |
| 3M | +16.9% | +1.9% | +15.0% | +18.5% |
| 6M | +11.2% | +4.9% | +6.2% | +14.8% |
| YTD | +49.5% | +6.5% | +43.0% | +59.3% |
| 1Y | +60.7% | +6.3% | +54.4% | +72.0% |
| All | +60.7% | +5.9% | +54.8% | +72.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling