+58.5%
FDX vs MAGS
+4.9%
+53.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +3.0% |
| 7D | +0.2% | +1.3% | -1.1% | 0.0% |
| 30D | +9.3% | -6.3% | +15.6% | +10.6% |
| 3M | +0.5% | -0.1% | +0.5% | +0.2% |
| 6M | +5.3% | -0.8% | +6.1% | +5.4% |
| YTD | +38.6% | +4.7% | +33.8% | +33.0% |
| All | +58.5% | +4.9% | +53.6% | +52.0% |
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 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