+125.7%
MAGS vs XYL
+16.4%
+109.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.8% |
| 7D | +0.8% | +0.8% | 0.0% | +0.4% |
| 30D | +0.4% | -10.8% | +11.2% | +5.6% |
| 3M | +5.6% | -2.5% | +8.1% | +5.9% |
| 6M | +12.3% | -12.2% | +24.5% | +18.2% |
| YTD | +5.1% | -20.1% | +25.2% | +15.3% |
| 1Y | +14.0% | -20.6% | +34.6% | +25.3% |
| All | +125.7% | +16.4% | +109.3% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling