+6.3%
MAGS vs EXPD
+53.8%
-47.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.5% | +2.5% |
| 7D | -1.4% | +0.3% | -1.6% | -1.4% |
| 30D | -4.4% | +1.8% | -6.2% | -4.6% |
| 3M | +1.9% | +8.9% | -7.0% | +1.0% |
| 6M | +4.9% | +42.2% | -37.3% | +1.4% |
| YTD | +6.5% | +33.4% | -26.8% | +2.2% |
| 1Y | +6.3% | +47.2% | -40.9% | -3.1% |
| All | +6.3% | +53.8% | -47.5% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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