+35.9%
XLU vs MAGS
+187.7%
-151.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | +0.6% | +0.8% | -0.2% | +0.6% |
| 30D | -0.4% | +0.4% | -0.8% | -0.5% |
| 3M | -1.7% | +5.6% | -7.3% | -2.0% |
| 6M | -7.1% | +12.3% | -19.4% | -7.8% |
| YTD | +1.9% | +5.1% | -3.2% | +1.6% |
| 1Y | +6.1% | +14.0% | -7.9% | +5.1% |
| 3Y | +48.8% | +129.4% | -80.6% | +43.1% |
| All | +35.9% | +187.7% | -151.8% | +29.3% |
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