+6.3%
MAGS vs XYL
-30.7%
+37.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.7% | +1.8% |
| 7D | -1.4% | +14.5% | -15.9% | -2.5% |
| 30D | -4.4% | -1.3% | -3.0% | -4.6% |
| 3M | +1.9% | -17.0% | +18.9% | +4.7% |
| 6M | +4.9% | -11.3% | +16.3% | +6.2% |
| YTD | +6.5% | -25.0% | +31.5% | +10.5% |
| 1Y | +6.3% | -31.5% | +37.9% | +15.0% |
| All | +6.3% | -30.7% | +37.0% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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