+14.4%
MAGS vs XPO
+39.1%
-24.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.6% | -5.7% | +6.3% | +1.0% |
| 30D | +3.2% | -12.8% | +16.0% | +4.2% |
| 3M | +7.7% | -20.0% | +27.6% | +9.4% |
| 6M | +12.5% | -6.0% | +18.5% | +12.4% |
| YTD | +6.0% | +34.0% | -28.1% | +5.1% |
| 1Y | +14.4% | +35.6% | -21.2% | +15.4% |
| All | +14.4% | +39.1% | -24.7% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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