+82.8%
SHEL vs MAGS
+190.0%
-107.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +4.1% | +0.6% | +3.5% | +4.0% |
| 30D | +8.4% | +3.2% | +5.2% | +7.9% |
| 3M | +13.7% | +7.7% | +6.0% | +12.4% |
| 6M | +12.7% | +12.5% | +0.3% | +10.4% |
| YTD | +35.3% | +6.0% | +29.3% | +33.9% |
| 1Y | +39.4% | +14.4% | +25.0% | +35.9% |
| 3Y | +71.5% | +127.5% | -56.1% | +50.0% |
| All | +82.8% | +190.0% | -107.2% | +51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling