+14.9%
MAGS vs XYL
-23.4%
+38.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.0% |
| 7D | +0.5% | -5.0% | +5.6% | +1.6% |
| 30D | +1.5% | -13.2% | +14.7% | +4.4% |
| 3M | +0.5% | -3.7% | +4.2% | +0.8% |
| 6M | +11.6% | -17.7% | +29.3% | +15.7% |
| YTD | +5.3% | -21.5% | +26.8% | +9.7% |
| 1Y | +14.9% | -24.5% | +39.4% | +23.4% |
| All | +14.9% | -23.4% | +38.3% | +23.4% |
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