+22.2%
XLP vs MAGS
+4.9%
+17.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +1.1% |
| 7D | +0.1% | +1.3% | -1.3% | +0.3% |
| 30D | +8.9% | -6.3% | +15.3% | +8.2% |
| 3M | +7.5% | -0.1% | +7.6% | +7.3% |
| 6M | +9.4% | -0.8% | +10.2% | +9.4% |
| YTD | +19.3% | +4.7% | +14.5% | +18.0% |
| All | +22.2% | +4.9% | +17.3% | +20.9% |
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 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