+61.5%
XOM vs MAGS
+190.0%
-128.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.5% |
| 7D | +4.1% | +0.6% | +3.4% | +4.1% |
| 30D | +4.6% | +3.2% | +1.4% | +4.7% |
| 3M | +14.0% | +7.7% | +6.3% | +14.1% |
| 6M | +11.0% | +12.5% | -1.5% | +11.0% |
| YTD | +40.7% | +6.0% | +34.7% | +41.2% |
| 1Y | +52.3% | +14.4% | +37.9% | +52.0% |
| 3Y | +60.5% | +127.5% | -67.1% | +63.0% |
| All | +61.5% | +190.0% | -128.5% | +54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling