+24.3%
XLP vs MAGS
+5.9%
+18.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.1% | +3.6% |
| 7D | +5.9% | -1.4% | +7.2% | +5.7% |
| 30D | +13.5% | -4.4% | +17.8% | +12.9% |
| 3M | +8.4% | +1.9% | +6.5% | +8.4% |
| 6M | +11.5% | +4.9% | +6.6% | +12.0% |
| YTD | +20.6% | +6.5% | +14.1% | +19.8% |
| 1Y | +24.3% | +6.3% | +18.0% | +23.6% |
| All | +24.3% | +5.9% | +18.5% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling