+191.5%
MAGS vs USFD
+180.6%
+10.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | +0.5% | -3.0% | +3.5% | +1.4% |
| 30D | +1.5% | +3.5% | -2.0% | +0.4% |
| 3M | +0.5% | +26.6% | -26.1% | -6.9% |
| 6M | +11.6% | +11.7% | -0.1% | +7.3% |
| YTD | +5.3% | +38.1% | -32.9% | -8.0% |
| 1Y | +14.9% | +33.4% | -18.5% | +1.6% |
| 3Y | +128.9% | +155.8% | -26.9% | +62.4% |
| All | +191.5% | +180.6% | +10.9% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling