+80.0%
FDX vs MAGS
+186.6%
-106.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -3.3% | +1.2% | -4.5% | -3.7% |
| 30D | -1.4% | -0.1% | -1.3% | -1.4% |
| 3M | -4.5% | +3.8% | -8.3% | -6.0% |
| 6M | +9.4% | +13.2% | -3.8% | +4.0% |
| YTD | +36.0% | +4.7% | +31.3% | +32.9% |
| 1Y | +75.5% | +14.4% | +61.1% | +65.2% |
| 3Y | +62.8% | +128.6% | -65.8% | +17.2% |
| All | +80.0% | +186.6% | -106.6% | +19.1% |
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