+44.0%
COP vs MAGS
+185.9%
-141.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +0.7% | -2.0% | +2.6% | +0.8% |
| 30D | +0.2% | -6.9% | +7.1% | +0.9% |
| 3M | +10.2% | +0.7% | +9.6% | +9.9% |
| 6M | +20.1% | -0.8% | +20.9% | +20.0% |
| YTD | +50.5% | +4.4% | +46.1% | +49.2% |
| 1Y | +56.8% | +3.9% | +52.9% | +55.5% |
| 3Y | +30.3% | +122.7% | -92.4% | +17.6% |
| All | +44.0% | +185.9% | -141.9% | +23.0% |
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 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