+36.2%
EXE vs MAGS
+187.7%
-151.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -2.7% | +0.8% | -3.5% | -2.9% |
| 30D | -0.4% | +0.4% | -0.8% | -0.5% |
| 3M | +9.5% | +5.6% | +3.9% | +8.3% |
| 6M | -9.3% | +12.3% | -21.7% | -11.6% |
| YTD | -10.9% | +5.1% | -16.0% | -11.9% |
| 1Y | +4.3% | +14.0% | -9.7% | +1.1% |
| 3Y | +18.8% | +129.4% | -110.6% | +2.8% |
| All | +36.2% | +187.7% | -151.4% | +9.2% |
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