+70.0%
XLE vs MAGS
+122.1%
-52.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +5.4% | +1.7% | +3.7% | +5.2% |
| 30D | -3.9% | -5.8% | +1.8% | -3.3% |
| 3M | +7.0% | +0.2% | +6.8% | +6.8% |
| 6M | +14.2% | -2.7% | +16.9% | +14.5% |
| YTD | +48.2% | +4.1% | +44.1% | +46.8% |
| 1Y | +47.7% | +7.5% | +40.2% | +45.1% |
| 3Y | +70.0% | +122.0% | -52.0% | +50.5% |
| All | +70.0% | +122.1% | -52.1% | +50.5% |
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 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