+77.3%
FDX vs MAGS
+180.2%
-103.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.8% | -3.1% |
| 7D | -1.6% | -1.4% | -0.3% | -1.1% |
| 30D | +6.6% | -8.4% | +15.0% | +9.8% |
| 3M | -2.1% | -1.5% | -0.5% | -1.8% |
| 6M | +2.2% | -1.4% | +3.5% | +2.2% |
| YTD | +33.9% | +2.4% | +31.6% | +31.6% |
| 1Y | +50.2% | +3.5% | +46.7% | +46.8% |
| 3Y | +65.5% | +125.3% | -59.7% | +19.8% |
| All | +77.3% | +180.2% | -103.0% | +17.9% |
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 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