+32.5%
XLP vs MAGS
+184.5%
-152.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.2% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | +9.1% | -7.1% | +16.2% | +9.3% |
| 3M | +7.9% | -0.7% | +8.6% | +7.8% |
| 6M | +9.6% | -1.5% | +11.1% | +9.6% |
| YTD | +19.4% | +3.9% | +15.5% | +19.1% |
| 1Y | +22.4% | +3.1% | +19.3% | +22.1% |
| 3Y | +43.2% | +121.6% | -78.4% | +32.2% |
| All | +32.5% | +184.5% | -152.0% | +18.0% |
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