+183.5%
MAGS vs EXPD
+78.4%
+105.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.6% |
| 7D | -1.4% | -7.2% | +5.8% | +0.4% |
| 30D | -8.4% | -3.3% | -5.1% | -7.6% |
| 3M | -1.5% | +3.4% | -4.9% | -2.5% |
| 6M | -1.4% | +22.7% | -24.1% | -6.7% |
| YTD | +2.4% | +24.5% | -22.1% | -4.4% |
| 1Y | +3.5% | +38.6% | -35.1% | -6.8% |
| 3Y | +125.3% | +71.5% | +53.8% | +82.6% |
| All | +183.5% | +78.4% | +105.1% | +127.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling