+188.2%
MAGS vs XHB
+59.5%
+128.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -5.8% | +9.9% | -15.7% | -9.1% |
| 3M | +0.2% | -6.3% | +6.5% | +2.4% |
| 6M | -2.7% | +3.8% | -6.5% | -4.8% |
| YTD | +4.1% | +0.1% | +4.0% | +2.3% |
| 1Y | +7.5% | -0.8% | +8.3% | +5.9% |
| 3Y | +122.0% | +35.6% | +86.4% | +83.8% |
| All | +188.2% | +59.5% | +128.7% | +119.3% |
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