+39.0%
OKE vs MAGS
+15.0%
+23.9%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +1.3% |
| 7D | +1.2% | +0.6% | +0.6% | +1.5% |
| 30D | +4.5% | +3.2% | +1.3% | +5.7% |
| 3M | +9.6% | +7.7% | +1.9% | +12.7% |
| 6M | +15.4% | +12.5% | +2.9% | +21.1% |
| YTD | +36.5% | +6.0% | +30.5% | +42.5% |
| 1Y | +39.0% | +14.4% | +24.6% | +47.3% |
| All | +39.0% | +15.0% | +23.9% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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