+191.0%
MAGS vs XHB
+54.2%
+136.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | +0.8% | -1.9% | +2.7% | +1.5% |
| 30D | +0.4% | -8.3% | +8.7% | +3.6% |
| 3M | +5.6% | -7.1% | +12.7% | +8.0% |
| 6M | +12.3% | -5.3% | +17.6% | +13.6% |
| YTD | +5.1% | -3.2% | +8.3% | +4.8% |
| 1Y | +14.0% | -13.9% | +27.8% | +19.0% |
| 3Y | +129.4% | +24.9% | +104.5% | +95.5% |
| All | +191.0% | +54.2% | +136.8% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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