+125.3%
MAGS vs EXR
+69.9%
+55.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -1.4% | +5.2% | -6.6% | -2.0% |
| 30D | -8.4% | +20.9% | -29.2% | -10.7% |
| 3M | -1.5% | +7.7% | -9.2% | -2.5% |
| 6M | -1.4% | +13.2% | -14.5% | -3.2% |
| YTD | +2.4% | +26.5% | -24.1% | -1.3% |
| 1Y | +3.5% | +27.2% | -23.7% | -0.4% |
| 3Y | +125.3% | +71.5% | +53.7% | +104.7% |
| All | +125.3% | +69.9% | +55.4% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling