+44.8%
XLP vs MAGS
+122.1%
-77.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +2.5% | +1.7% | +0.8% | +2.5% |
| 30D | +7.3% | -5.8% | +13.1% | +7.4% |
| 3M | +8.1% | +0.2% | +7.8% | +8.0% |
| 6M | +10.5% | -2.7% | +13.1% | +10.5% |
| YTD | +21.2% | +4.1% | +17.1% | +20.9% |
| 1Y | +22.7% | +7.5% | +15.2% | +22.3% |
| 3Y | +44.8% | +122.0% | -77.2% | +38.1% |
| All | +44.8% | +122.1% | -77.3% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling