+1.0%
OXY vs MAGS
+187.1%
-186.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.4% | -1.8% | +3.1% | +1.6% |
| 30D | +4.0% | +1.1% | +2.9% | +3.9% |
| 3M | +7.6% | +7.7% | -0.1% | +6.3% |
| 6M | +16.2% | +11.7% | +4.5% | +13.5% |
| YTD | +50.8% | +4.9% | +45.9% | +49.5% |
| 1Y | +34.7% | +14.3% | +20.4% | +30.1% |
| 3Y | -1.0% | +128.9% | -129.9% | -12.9% |
| All | +1.0% | +187.1% | -186.1% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling