+38.7%
EXPE vs MAGS
+15.9%
+22.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.0% |
| 7D | -9.5% | +0.5% | -10.1% | -9.8% |
| 30D | -6.6% | +1.5% | -8.1% | -7.4% |
| 3M | +31.4% | +0.5% | +30.9% | +31.0% |
| 6M | +35.2% | +11.6% | +23.6% | +25.3% |
| YTD | +5.8% | +5.3% | +0.5% | +1.6% |
| 1Y | +38.7% | +14.9% | +23.8% | +21.6% |
| All | +38.7% | +15.9% | +22.8% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling