+33.1%
XLP vs MAGS
+185.9%
-152.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -0.5% | -2.0% | +1.4% | -0.5% |
| 30D | +8.3% | -6.9% | +15.2% | +8.5% |
| 3M | +8.7% | +0.7% | +8.0% | +8.6% |
| 6M | +11.2% | -0.8% | +12.0% | +11.1% |
| YTD | +20.0% | +4.4% | +15.6% | +19.6% |
| 1Y | +21.3% | +3.9% | +17.4% | +21.0% |
| 3Y | +43.8% | +122.7% | -78.9% | +32.8% |
| All | +33.1% | +185.9% | -152.8% | +18.5% |
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 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