+14.4%
MAGS vs USFD
+32.2%
-17.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.6% |
| 7D | +1.2% | -3.3% | +4.6% | +1.1% |
| 30D | -0.1% | -5.3% | +5.2% | -0.3% |
| 3M | +3.8% | +18.8% | -15.0% | +4.2% |
| 6M | +13.2% | +14.3% | -1.0% | +13.7% |
| YTD | +4.7% | +36.9% | -32.2% | +3.5% |
| 1Y | +14.4% | +31.7% | -17.3% | +11.3% |
| All | +14.4% | +32.2% | -17.8% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling