+188.2%
MAGS vs CVE
+77.7%
+110.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.4% |
| 7D | +1.7% | +5.9% | -4.3% | +0.9% |
| 30D | -5.8% | -10.9% | +5.1% | -4.5% |
| 3M | +0.2% | -4.5% | +4.8% | +0.5% |
| 6M | -2.7% | -1.0% | -1.7% | -3.2% |
| YTD | +4.1% | +74.7% | -70.6% | -8.8% |
| 1Y | +7.5% | +65.8% | -58.3% | -4.8% |
| 3Y | +122.0% | +73.2% | +48.9% | +82.7% |
| All | +188.2% | +77.7% | +110.6% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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