+3.9%
MAGS vs USFD
+49.7%
-45.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +2.3% |
| 7D | +1.3% | +3.9% | -2.6% | +1.3% |
| 30D | -6.3% | +12.8% | -19.2% | -6.1% |
| 3M | -0.1% | +1.0% | -1.0% | -0.2% |
| 6M | -0.8% | +30.3% | -31.0% | -0.5% |
| YTD | +4.7% | +46.0% | -41.2% | +1.5% |
| All | +3.9% | +49.7% | -45.8% | -1.1% |
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