+18.5%
XEL vs MAGS
+187.1%
-168.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.2% | -1.8% | +0.6% | -1.3% |
| 30D | -2.9% | +1.1% | -4.0% | -2.8% |
| 3M | -2.7% | +7.7% | -10.4% | -2.2% |
| 6M | -6.5% | +11.7% | -18.2% | -5.9% |
| YTD | +3.6% | +4.9% | -1.3% | +4.1% |
| 1Y | +7.5% | +14.3% | -6.8% | +8.4% |
| 3Y | +46.3% | +128.9% | -82.6% | +51.9% |
| All | +18.5% | +187.1% | -168.6% | +22.7% |
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