+43.0%
CTVA vs MAGS
+190.0%
-147.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -4.5% | +0.6% | -5.2% | -4.6% |
| 30D | +11.3% | +3.2% | +8.1% | +10.8% |
| 3M | +12.3% | +7.7% | +4.6% | +10.8% |
| 6M | +7.2% | +12.5% | -5.3% | +4.8% |
| YTD | +26.0% | +6.0% | +20.0% | +24.6% |
| 1Y | +16.0% | +14.4% | +1.6% | +12.7% |
| 3Y | +73.9% | +127.5% | -53.6% | +47.2% |
| All | +43.0% | +190.0% | -147.0% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling