+43.5%
COP vs MAGS
+190.0%
-146.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | +8.6% | +3.2% | +5.4% | +8.2% |
| 3M | +19.9% | +7.7% | +12.2% | +18.6% |
| 6M | +19.0% | +12.5% | +6.6% | +16.5% |
| YTD | +50.0% | +6.0% | +44.0% | +48.6% |
| 1Y | +50.5% | +14.4% | +36.1% | +46.2% |
| 3Y | +25.2% | +127.5% | -102.3% | +13.1% |
| All | +43.5% | +190.0% | -146.6% | +22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling