+30.4%
XLV vs MAGS
+190.0%
-159.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -3.6% | +0.6% | -4.2% | -3.6% |
| 30D | -1.8% | +3.2% | -5.0% | -2.2% |
| 3M | +7.8% | +7.7% | +0.1% | +6.7% |
| 6M | +9.1% | +12.5% | -3.3% | +7.2% |
| YTD | +7.7% | +6.0% | +1.8% | +6.6% |
| 1Y | +20.4% | +14.4% | +6.0% | +17.8% |
| 3Y | +30.8% | +127.5% | -96.8% | +14.2% |
| All | +30.4% | +190.0% | -159.6% | +9.2% |
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