+22.3%
XLP vs MAGS
+188.2%
-165.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -1.0% | +0.5% | -1.6% | -1.0% |
| 30D | -0.9% | +1.5% | -2.4% | -0.9% |
| 3M | +3.8% | +0.5% | +3.3% | +3.8% |
| 6M | -1.7% | +11.6% | -13.3% | -2.2% |
| YTD | +10.3% | +5.3% | +5.0% | +10.0% |
| 1Y | +7.8% | +14.9% | -7.1% | +6.9% |
| 3Y | +27.2% | +128.9% | -101.7% | +17.2% |
| All | +22.3% | +188.2% | -165.9% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling