+229.2%
EXPE vs MAGS
+188.2%
+41.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.9% |
| 7D | -9.5% | +0.5% | -10.1% | -9.8% |
| 30D | -6.6% | +1.5% | -8.1% | -7.5% |
| 3M | +31.4% | +0.5% | +30.9% | +30.6% |
| 6M | +35.2% | +11.6% | +23.6% | +25.6% |
| YTD | +5.8% | +5.3% | +0.5% | +2.1% |
| 1Y | +38.7% | +14.9% | +23.8% | +26.5% |
| 3Y | +175.8% | +128.9% | +46.9% | +68.2% |
| All | +229.2% | +188.2% | +41.0% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling