+156.6%
XLK vs MAGS
+187.1%
-30.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -0.4% | -1.8% | +1.4% | +0.9% |
| 30D | -0.5% | +1.1% | -1.5% | -1.4% |
| 3M | +5.0% | +7.7% | -2.7% | -1.3% |
| 6M | +32.9% | +11.7% | +21.1% | +21.5% |
| YTD | +29.0% | +4.9% | +24.1% | +23.9% |
| 1Y | +37.8% | +14.3% | +23.5% | +23.9% |
| 3Y | +118.7% | +128.9% | -10.2% | +18.2% |
| All | +156.6% | +187.1% | -30.5% | +19.5% |
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 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