+68.5%
XLI vs MAGS
+126.1%
-57.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.3% | -1.8% | -0.5% | -1.7% |
| 30D | -8.2% | +1.1% | -9.2% | -8.5% |
| 3M | +0.8% | +7.7% | -7.0% | -2.1% |
| 6M | +0.8% | +11.7% | -10.9% | -3.6% |
| YTD | +10.5% | +4.9% | +5.6% | +8.0% |
| 1Y | +14.1% | +14.3% | -0.2% | +7.8% |
| All | +68.5% | +126.1% | -57.5% | +25.2% |
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 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