+56.3%
XOP vs MAGS
+187.7%
-131.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +1.0% | +0.8% | +0.1% | +0.8% |
| 30D | +10.8% | +0.4% | +10.4% | +10.7% |
| 3M | +19.5% | +5.6% | +13.9% | +17.6% |
| 6M | +21.6% | +12.3% | +9.3% | +17.2% |
| YTD | +55.8% | +5.1% | +50.7% | +53.3% |
| 1Y | +54.6% | +14.0% | +40.7% | +47.6% |
| 3Y | +36.6% | +129.4% | -92.7% | +15.4% |
| All | +56.3% | +187.7% | -131.4% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling