+108.3%
AXP vs MAGS
+184.5%
-76.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -0.6% | -0.3% | -0.4% | -0.5% |
| 30D | +5.0% | -7.1% | +12.0% | +8.8% |
| 3M | -4.2% | -0.7% | -3.5% | -4.2% |
| 6M | +2.9% | -1.5% | +4.5% | +3.2% |
| YTD | -11.6% | +3.9% | -15.5% | -14.1% |
| 1Y | -11.1% | +3.1% | -14.2% | -13.3% |
| 3Y | +116.7% | +121.6% | -4.9% | +45.9% |
| All | +108.3% | +184.5% | -76.2% | +20.5% |
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