+191.5%
MAGS vs XHB
+60.5%
+131.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.8% |
| 7D | +0.5% | -1.3% | +1.8% | +1.0% |
| 30D | +1.5% | -6.9% | +8.4% | +4.1% |
| 3M | +0.5% | -1.3% | +1.7% | +0.5% |
| 6M | +11.6% | -6.8% | +18.4% | +13.6% |
| YTD | +5.3% | +0.7% | +4.5% | +3.4% |
| 1Y | +14.9% | -11.2% | +26.1% | +18.7% |
| 3Y | +128.9% | +25.3% | +103.6% | +94.8% |
| All | +191.5% | +60.5% | +131.1% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling