+18.7%
XEL vs MAGS
+190.0%
-171.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.2% |
| 30D | -3.9% | +3.2% | -7.2% | -3.7% |
| 3M | -2.8% | +7.7% | -10.5% | -2.3% |
| 6M | -5.4% | +12.5% | -17.8% | -4.7% |
| YTD | +3.8% | +6.0% | -2.2% | +4.3% |
| 1Y | +6.8% | +14.4% | -7.5% | +7.7% |
| 3Y | +45.6% | +127.5% | -81.9% | +51.1% |
| All | +18.7% | +190.0% | -171.4% | +22.9% |
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