+190.0%
MAGS vs EXR
-2.4%
+192.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | -0.1% | -6.9% | +6.8% | +0.8% |
| 3M | +3.8% | -3.0% | +6.8% | +4.1% |
| 6M | +13.2% | -2.9% | +16.2% | +13.4% |
| YTD | +4.7% | +9.3% | -4.6% | +3.1% |
| 1Y | +14.4% | -0.9% | +15.3% | +14.1% |
| 3Y | +128.6% | +24.7% | +103.9% | +116.7% |
| All | +190.0% | -2.4% | +192.4% | +178.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling