+80.1%
SHEL vs MAGS
+186.6%
-106.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +2.6% |
| 7D | +1.9% | +1.2% | +0.7% | +1.8% |
| 30D | +8.7% | -0.1% | +8.8% | +8.6% |
| 3M | +11.0% | +3.8% | +7.2% | +10.3% |
| 6M | +14.6% | +13.2% | +1.3% | +12.0% |
| YTD | +33.3% | +4.7% | +28.6% | +32.1% |
| 1Y | +37.9% | +14.4% | +23.5% | +34.3% |
| 3Y | +69.7% | +128.6% | -58.8% | +48.5% |
| All | +80.1% | +186.6% | -106.5% | +49.2% |
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 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