+47.8%
CVX vs MAGS
+185.8%
-138.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +1.6% | +3.0% | -1.4% | +1.5% |
| 30D | -0.6% | -7.3% | +6.7% | -0.3% |
| 3M | +11.0% | +1.7% | +9.3% | +10.8% |
| 6M | +18.4% | -0.4% | +18.8% | +18.4% |
| YTD | +45.9% | +4.4% | +41.5% | +45.3% |
| 1Y | +46.7% | +5.1% | +41.6% | +45.9% |
| 3Y | +71.6% | +122.6% | -51.0% | +62.0% |
| All | +47.8% | +185.8% | -138.0% | +34.6% |
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 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