+84.8%
FDX vs MAGS
+188.2%
-103.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | 0.0% |
| 7D | -2.5% | +0.5% | -3.1% | -2.7% |
| 30D | +3.8% | +1.5% | +2.3% | +3.2% |
| 3M | -1.3% | +0.5% | -1.8% | -1.7% |
| 6M | +5.0% | +11.6% | -6.6% | +0.4% |
| YTD | +39.6% | +5.3% | +34.4% | +36.2% |
| 1Y | +81.1% | +14.9% | +66.2% | +70.3% |
| 3Y | +63.0% | +128.9% | -65.9% | +17.2% |
| All | +84.8% | +188.2% | -103.4% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling