+190.4%
MAGS vs XLRE
+28.8%
+161.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -1.8% | -2.7% | +0.9% | -0.8% |
| 30D | +1.1% | -2.3% | +3.4% | +1.9% |
| 3M | +7.7% | -3.5% | +11.2% | +8.9% |
| 6M | +11.7% | +1.9% | +9.8% | +10.4% |
| YTD | +4.9% | +8.3% | -3.5% | +1.1% |
| 1Y | +14.3% | +6.4% | +8.0% | +10.9% |
| 3Y | +128.9% | +30.2% | +98.7% | +104.6% |
| All | +190.4% | +28.8% | +161.6% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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