+56.6%
XOP vs MAGS
+187.1%
-130.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.6% | -1.8% | +3.4% | +2.0% |
| 30D | +9.6% | +1.1% | +8.5% | +9.3% |
| 3M | +16.9% | +7.7% | +9.2% | +14.6% |
| 6M | +24.0% | +11.7% | +12.3% | +19.8% |
| YTD | +56.2% | +4.9% | +51.3% | +53.7% |
| 1Y | +51.8% | +14.3% | +37.4% | +44.7% |
| 3Y | +37.0% | +128.9% | -92.0% | +15.7% |
| All | +56.6% | +187.1% | -130.5% | +22.0% |
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