+14.9%
MAGS vs XME
+46.4%
-31.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +1.5% | +6.0% | -4.5% | 0.0% |
| 3M | +0.5% | -7.7% | +8.2% | +2.1% |
| 6M | +11.6% | +1.0% | +10.6% | +10.3% |
| YTD | +5.3% | +14.6% | -9.4% | +1.1% |
| 1Y | +14.9% | +46.0% | -31.1% | +5.6% |
| All | +14.9% | +46.4% | -31.5% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling