+1.7%
OXY vs MAGS
+128.4%
-126.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +2.8% | +0.6% | +2.2% | +2.7% |
| 30D | +5.5% | +3.2% | +2.2% | +5.0% |
| 3M | +11.3% | +7.7% | +3.6% | +9.9% |
| 6M | +11.6% | +12.5% | -0.9% | +8.8% |
| YTD | +51.6% | +6.0% | +45.6% | +50.0% |
| 1Y | +36.2% | +14.4% | +21.8% | +31.4% |
| 3Y | +1.7% | +127.5% | -125.8% | -11.1% |
| All | +1.7% | +128.4% | -126.7% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling