+83.4%
FDX vs MAGS
+186.7%
-103.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +2.7% |
| 7D | +0.2% | +1.3% | -1.1% | -0.2% |
| 30D | +9.3% | -6.3% | +15.6% | +11.7% |
| 3M | +0.5% | -0.1% | +0.5% | +0.2% |
| 6M | +5.3% | -0.8% | +6.1% | +5.1% |
| YTD | +38.6% | +4.7% | +33.8% | +35.1% |
| 1Y | +53.5% | +6.8% | +46.7% | +48.3% |
| 3Y | +74.2% | +128.9% | -54.7% | +25.4% |
| All | +83.4% | +186.7% | -103.3% | +21.0% |
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