+62.0%
XRT vs MAGS
+126.1%
-64.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +2.7% |
| 7D | +2.5% | +1.3% | +1.2% | +2.0% |
| 30D | +10.3% | -6.3% | +16.7% | +13.1% |
| 3M | +2.4% | -0.1% | +2.4% | +2.1% |
| 6M | +10.0% | -0.8% | +10.7% | +9.8% |
| YTD | +9.5% | +4.7% | +4.8% | +6.6% |
| 1Y | +17.2% | +6.8% | +10.4% | +13.0% |
| 3Y | +62.0% | +128.9% | -66.9% | +18.6% |
| All | +62.0% | +126.1% | -64.1% | +18.6% |
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