+75.5%
FDX vs MAGS
+13.9%
+61.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -3.3% | +1.2% | -4.5% | -3.6% |
| 30D | -1.4% | -0.1% | -1.3% | -1.4% |
| 3M | -4.5% | +3.8% | -8.3% | -5.3% |
| 6M | +9.4% | +13.2% | -3.8% | +5.0% |
| YTD | +36.0% | +4.7% | +31.3% | +32.3% |
| 1Y | +75.5% | +14.4% | +61.1% | +70.5% |
| All | +75.5% | +13.9% | +61.6% | +70.5% |
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