+122.8%
MAGS vs EXPD
+75.1%
+47.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.2% |
| 7D | -2.0% | -1.6% | -0.4% | -1.6% |
| 30D | -6.9% | +0.6% | -7.5% | -7.1% |
| 3M | +0.7% | +9.8% | -9.2% | -1.6% |
| 6M | -0.8% | +25.8% | -26.5% | -6.3% |
| YTD | +4.4% | +31.3% | -26.8% | -3.3% |
| 1Y | +3.9% | +40.9% | -37.0% | -6.1% |
| All | +122.8% | +75.1% | +47.7% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling