+125.7%
MAGS vs XPO
+153.8%
-28.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +1.0% |
| 7D | +0.8% | -0.9% | +1.7% | +1.0% |
| 30D | +0.4% | -8.1% | +8.5% | +2.1% |
| 3M | +5.6% | -19.0% | +24.6% | +10.2% |
| 6M | +12.3% | -5.2% | +17.5% | +12.5% |
| YTD | +5.1% | +35.6% | -30.5% | -4.5% |
| 1Y | +14.0% | +41.1% | -27.1% | +1.6% |
| All | +125.7% | +153.8% | -28.2% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling