+34.5%
XLB vs MAGS
+128.8%
-94.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | -0.2% | +1.2% | -1.5% | -0.6% |
| 30D | -1.7% | -0.1% | -1.6% | -1.7% |
| 3M | +4.4% | +3.8% | +0.5% | +3.0% |
| 6M | +5.0% | +13.2% | -8.2% | +0.9% |
| YTD | +15.5% | +4.7% | +10.8% | +13.4% |
| 1Y | +14.9% | +14.4% | +0.5% | +9.6% |
| 3Y | +34.5% | +128.6% | -94.0% | +3.3% |
| All | +34.5% | +128.8% | -94.2% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling