+46.4%
CTVA vs MAGS
+186.6%
-140.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -2.1% | +1.2% | -3.3% | -2.3% |
| 30D | +12.0% | -0.1% | +12.1% | +12.0% |
| 3M | +13.5% | +3.8% | +9.7% | +12.7% |
| 6M | +12.1% | +13.2% | -1.1% | +9.4% |
| YTD | +29.0% | +4.7% | +24.3% | +27.8% |
| 1Y | +18.9% | +14.4% | +4.5% | +15.4% |
| 3Y | +78.9% | +128.6% | -49.7% | +51.3% |
| All | +46.4% | +186.6% | -140.2% | +13.6% |
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