+34.0%
XLB vs MAGS
+187.1%
-153.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -3.5% | -1.8% | -1.8% | -3.0% |
| 30D | -4.7% | +1.1% | -5.7% | -5.0% |
| 3M | +2.7% | +7.7% | -5.0% | +0.4% |
| 6M | +2.6% | +11.7% | -9.1% | -1.0% |
| YTD | +12.8% | +4.9% | +8.0% | +10.9% |
| 1Y | +14.0% | +14.3% | -0.4% | +8.9% |
| 3Y | +31.5% | +128.9% | -97.4% | +2.1% |
| All | +34.0% | +187.1% | -153.1% | -2.9% |
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