+48.7%
XOP vs MAGS
+184.9%
-136.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +6.3% | +1.7% | +4.7% | +6.0% |
| 30D | -6.6% | -5.8% | -0.8% | -5.5% |
| 3M | +3.6% | +0.2% | +3.3% | +3.3% |
| 6M | +10.8% | -2.7% | +13.4% | +11.1% |
| YTD | +48.3% | +4.1% | +44.2% | +45.9% |
| 1Y | +42.9% | +7.5% | +35.4% | +39.0% |
| 3Y | +43.3% | +122.0% | -78.7% | +20.7% |
| All | +48.7% | +184.9% | -136.3% | +15.8% |
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