+33.7%
EXE vs MAGS
+190.0%
-156.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.3% |
| 7D | -3.1% | +0.6% | -3.8% | -3.3% |
| 30D | -0.9% | +3.2% | -4.1% | -1.5% |
| 3M | +9.6% | +7.7% | +1.9% | +7.9% |
| 6M | -11.6% | +12.5% | -24.1% | -13.8% |
| YTD | -12.6% | +6.0% | -18.5% | -13.7% |
| 1Y | +1.2% | +14.4% | -13.2% | -2.0% |
| 3Y | +18.0% | +127.5% | -109.5% | +2.1% |
| All | +33.7% | +190.0% | -156.3% | +7.0% |
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