+189.1%
MAGS vs EXPD
+89.0%
+100.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +3.0% | +3.6% | -0.6% | +2.1% |
| 30D | -7.3% | +0.3% | -7.6% | -7.4% |
| 3M | +1.7% | +6.1% | -4.4% | +0.1% |
| 6M | -0.4% | +27.4% | -27.7% | -6.6% |
| YTD | +4.4% | +32.0% | -27.6% | -3.9% |
| 1Y | +5.1% | +40.5% | -35.5% | -5.3% |
| 3Y | +122.6% | +75.7% | +46.9% | +80.0% |
| All | +189.1% | +89.0% | +100.0% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling