-2.7%
MAGS vs XPO
-2.1%
-0.5%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.5% |
| 7D | +1.7% | +9.0% | -7.3% | +1.0% |
| 30D | -5.8% | +4.2% | -9.9% | -6.1% |
| 3M | +0.2% | -8.7% | +8.9% | +0.8% |
| 6M | -2.7% | -2.8% | +0.1% | -4.1% |
| All | -2.7% | -2.1% | -0.5% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling