+190.4%
MAGS vs XYL
+9.5%
+180.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | -1.8% | -1.2% | -0.5% | -1.3% |
| 30D | +1.1% | -13.2% | +14.3% | +7.2% |
| 3M | +7.7% | -0.2% | +7.9% | +6.9% |
| 6M | +11.7% | -12.5% | +24.2% | +17.3% |
| YTD | +4.9% | -20.9% | +25.8% | +14.8% |
| 1Y | +14.3% | -21.6% | +35.9% | +25.6% |
| 3Y | +128.9% | +16.1% | +112.8% | +115.5% |
| All | +190.4% | +9.5% | +180.9% | +170.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling