+59.1%
XLY vs MAGS
+190.0%
-130.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.2% |
| 7D | -1.7% | +0.6% | -2.3% | -2.1% |
| 30D | -4.2% | +3.2% | -7.4% | -6.2% |
| 3M | -2.7% | +7.7% | -10.4% | -7.5% |
| 6M | -0.6% | +12.5% | -13.1% | -8.3% |
| YTD | -5.0% | +6.0% | -11.0% | -8.9% |
| 1Y | -4.1% | +14.4% | -18.5% | -12.6% |
| 3Y | +33.6% | +127.5% | -93.9% | -22.9% |
| All | +59.1% | +190.0% | -130.9% | -21.2% |
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