+191.5%
MAGS vs XPO
+513.0%
-321.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.9% | -2.3% |
| 7D | +0.5% | +2.4% | -1.9% | 0.0% |
| 30D | +1.5% | -3.5% | +5.0% | +2.1% |
| 3M | +0.5% | -11.9% | +12.4% | +2.7% |
| 6M | +11.6% | -10.0% | +21.5% | +13.0% |
| YTD | +5.3% | +42.1% | -36.8% | -4.1% |
| 1Y | +14.9% | +47.6% | -32.7% | +3.0% |
| 3Y | +128.9% | +153.6% | -24.7% | +83.1% |
| All | +191.5% | +513.0% | -321.5% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling