+95.8%
XLC vs MAGS
+187.7%
-91.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -1.4% | +0.8% | -2.2% | -1.8% |
| 30D | -0.9% | +0.4% | -1.3% | -1.1% |
| 3M | -0.3% | +5.6% | -5.9% | -3.2% |
| 6M | -5.2% | +12.3% | -17.5% | -11.0% |
| YTD | -5.3% | +5.1% | -10.4% | -8.1% |
| 1Y | -2.8% | +14.0% | -16.8% | -9.9% |
| 3Y | +71.2% | +129.4% | -58.2% | +0.7% |
| All | +95.8% | +187.7% | -91.9% | -6.2% |
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