+82.1%
XLI vs MAGS
+190.0%
-108.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.7% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | -7.3% | +3.2% | -10.5% | -8.3% |
| 3M | -1.3% | +7.7% | -9.0% | -4.1% |
| 6M | +2.2% | +12.5% | -10.2% | -2.3% |
| YTD | +11.7% | +6.0% | +5.7% | +8.9% |
| 1Y | +14.3% | +14.4% | -0.1% | +8.2% |
| 3Y | +70.3% | +127.5% | -57.2% | +29.4% |
| All | +82.1% | +190.0% | -108.0% | +29.4% |
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