+189.2%
MAGS vs CVE
+73.6%
+115.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.1% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | -6.9% | -10.8% | +3.9% | -5.6% |
| 3M | +0.7% | -4.3% | +5.0% | +0.8% |
| 6M | -0.8% | -1.5% | +0.7% | -1.4% |
| YTD | +4.4% | +70.7% | -66.3% | -8.3% |
| 1Y | +3.9% | +58.1% | -54.2% | -7.2% |
| 3Y | +122.7% | +69.8% | +52.9% | +83.9% |
| All | +189.2% | +73.6% | +115.6% | +138.9% |
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