+31.1%
XLP vs MAGS
+180.2%
-149.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | +0.7% | -1.4% | +2.1% | +0.8% |
| 30D | +10.3% | -8.4% | +18.6% | +10.5% |
| 3M | +6.5% | -1.5% | +8.1% | +6.5% |
| 6M | +8.4% | -1.4% | +9.7% | +8.3% |
| YTD | +18.2% | +2.4% | +15.8% | +17.9% |
| 1Y | +22.4% | +3.5% | +18.9% | +22.0% |
| 3Y | +41.9% | +125.3% | -83.4% | +30.6% |
| All | +31.1% | +180.2% | -149.2% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling