+46.3%
XLU vs MAGS
+128.4%
-82.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | -3.3% | +3.2% | -6.5% | -3.5% |
| 3M | -3.2% | +7.7% | -10.8% | -3.6% |
| 6M | -7.0% | +12.5% | -19.4% | -7.8% |
| YTD | +0.6% | +6.0% | -5.3% | +0.2% |
| 1Y | +2.4% | +14.4% | -11.9% | +1.3% |
| 3Y | +46.3% | +127.5% | -81.3% | +36.7% |
| All | +46.3% | +128.4% | -82.1% | +36.7% |
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