+59.7%
XOM vs MAGS
+126.1%
-66.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +1.9% | -1.8% | +3.6% | +1.8% |
| 30D | +4.1% | +1.1% | +3.0% | +4.1% |
| 3M | +10.4% | +7.7% | +2.7% | +10.5% |
| 6M | +13.0% | +11.7% | +1.3% | +12.9% |
| YTD | +40.1% | +4.9% | +35.2% | +40.5% |
| 1Y | +51.1% | +14.3% | +36.8% | +50.4% |
| All | +59.7% | +126.1% | -66.3% | +61.2% |
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 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