+203.3%
EXPE vs MAGS
+186.6%
+16.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.3% | -7.6% |
| 7D | -9.8% | +1.2% | -11.0% | -10.4% |
| 30D | -11.5% | -0.1% | -11.4% | -11.5% |
| 3M | +21.7% | +3.8% | +17.9% | +18.7% |
| 6M | +10.4% | +13.2% | -2.9% | +1.7% |
| YTD | -2.5% | +4.7% | -7.3% | -5.7% |
| 1Y | +27.3% | +14.4% | +13.0% | +16.5% |
| 3Y | +153.5% | +128.6% | +25.0% | +54.7% |
| All | +203.3% | +186.6% | +16.6% | +60.8% |
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