+190.0%
MAGS vs USFD
+178.0%
+11.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +1.2% | -3.3% | +4.6% | +2.2% |
| 30D | -0.1% | -5.3% | +5.2% | +1.4% |
| 3M | +3.8% | +18.8% | -15.0% | -1.8% |
| 6M | +13.2% | +14.3% | -1.0% | +8.0% |
| YTD | +4.7% | +36.9% | -32.2% | -8.2% |
| 1Y | +14.4% | +31.7% | -17.3% | +1.6% |
| 3Y | +128.6% | +164.5% | -35.9% | +60.5% |
| All | +190.0% | +178.0% | +11.9% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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