+122.0%
MAGS vs XYL
-0.5%
+122.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +1.7% | -3.7% | +5.4% | +3.0% |
| 30D | -5.8% | -8.3% | +2.6% | -3.8% |
| 3M | +0.2% | -21.4% | +21.7% | +9.4% |
| 6M | -2.7% | -12.9% | +10.3% | +0.5% |
| YTD | +4.1% | -30.1% | +34.2% | +18.8% |
| 1Y | +7.5% | -35.2% | +42.7% | +28.1% |
| 3Y | +122.0% | -0.8% | +122.8% | +128.0% |
| All | +122.0% | -0.5% | +122.5% | +128.0% |
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