+45.3%
CVX vs MAGS
+187.1%
-141.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +0.7% | -1.8% | +2.5% | +0.8% |
| 30D | +9.1% | +1.1% | +8.0% | +9.0% |
| 3M | +13.1% | +7.7% | +5.4% | +12.4% |
| 6M | +16.3% | +11.7% | +4.6% | +14.9% |
| YTD | +43.5% | +4.9% | +38.6% | +43.0% |
| 1Y | +40.2% | +14.3% | +25.8% | +37.7% |
| 3Y | +44.2% | +128.9% | -84.7% | +37.3% |
| All | +45.3% | +187.1% | -141.8% | +32.5% |
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