+28.7%
XYZ vs MAGS
+180.2%
-151.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +0.8% |
| 7D | +12.1% | -1.4% | +13.5% | +13.8% |
| 30D | +12.4% | -8.4% | +20.7% | +21.5% |
| 3M | +8.2% | -1.5% | +9.7% | +9.7% |
| 6M | +20.7% | -1.4% | +22.0% | +21.8% |
| YTD | +31.3% | +2.4% | +28.9% | +28.4% |
| 1Y | +20.5% | +3.5% | +17.0% | +16.6% |
| 3Y | +72.6% | +125.3% | -52.7% | -13.7% |
| All | +28.7% | +180.2% | -151.5% | -40.9% |
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