+190.0%
MAGS vs EXPD
+83.2%
+106.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +1.6% |
| 7D | +1.3% | -5.5% | +6.8% | +2.7% |
| 30D | -6.3% | -1.9% | -4.5% | -5.9% |
| 3M | -0.1% | +6.1% | -6.2% | -1.6% |
| 6M | -0.8% | +21.6% | -22.4% | -5.8% |
| YTD | +4.7% | +27.9% | -23.1% | -2.8% |
| 1Y | +6.8% | +39.4% | -32.6% | -3.8% |
| 3Y | +128.9% | +72.7% | +56.3% | +85.6% |
| All | +190.0% | +83.2% | +106.9% | +131.4% |
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