+97.0%
XLC vs MAGS
+187.1%
-90.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -1.7% | -1.8% | +0.1% | -0.7% |
| 30D | +0.2% | +1.1% | -0.9% | -0.4% |
| 3M | +0.7% | +7.7% | -7.0% | -3.2% |
| 6M | -4.5% | +11.7% | -16.2% | -10.1% |
| YTD | -4.7% | +4.9% | -9.6% | -7.5% |
| 1Y | -1.5% | +14.3% | -15.8% | -8.8% |
| 3Y | +72.2% | +128.9% | -56.7% | +1.4% |
| All | +97.0% | +187.1% | -90.1% | -5.5% |
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