+48.3%
XLE vs MAGS
+15.9%
+32.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -1.2% |
| 7D | +2.2% | +0.5% | +1.7% | +2.4% |
| 30D | +11.8% | +1.5% | +10.3% | +12.2% |
| 3M | +9.8% | +0.5% | +9.4% | +10.4% |
| 6M | +15.6% | +11.6% | +4.0% | +19.5% |
| YTD | +45.3% | +5.3% | +40.0% | +50.1% |
| 1Y | +48.3% | +14.9% | +33.4% | +57.1% |
| All | +48.3% | +15.9% | +32.4% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling