-0.3%
OXY vs MAGS
+186.6%
-187.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -0.5% | +1.2% | -1.7% | -0.7% |
| 30D | +8.5% | -0.1% | +8.6% | +8.5% |
| 3M | +6.0% | +3.8% | +2.2% | +5.3% |
| 6M | +13.0% | +13.2% | -0.3% | +10.0% |
| YTD | +48.9% | +4.7% | +44.2% | +47.6% |
| 1Y | +36.4% | +14.4% | +22.0% | +31.7% |
| 3Y | -2.3% | +128.6% | -130.8% | -14.0% |
| All | -0.3% | +186.6% | -187.0% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling