+85.1%
XLI vs MAGS
+188.2%
-103.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.9% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | -5.9% | +1.5% | -7.4% | -6.5% |
| 3M | -0.3% | +0.5% | -0.7% | -0.6% |
| 6M | +0.1% | +11.6% | -11.5% | -4.1% |
| YTD | +13.6% | +5.3% | +8.3% | +10.9% |
| 1Y | +17.2% | +14.9% | +2.3% | +10.8% |
| 3Y | +68.2% | +128.9% | -60.7% | +27.7% |
| All | +85.1% | +188.2% | -103.0% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling