+191.0%
MAGS vs EXR
-4.9%
+195.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.7% |
| 7D | +0.8% | -3.1% | +3.9% | +1.2% |
| 30D | +0.4% | -7.5% | +7.9% | +1.4% |
| 3M | +5.6% | -7.5% | +13.1% | +6.6% |
| 6M | +12.3% | -5.2% | +17.5% | +12.8% |
| YTD | +5.1% | +6.5% | -1.4% | +3.8% |
| 1Y | +14.0% | -2.0% | +16.0% | +13.8% |
| 3Y | +129.4% | +21.5% | +107.8% | +118.2% |
| All | +191.0% | -4.9% | +195.9% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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