-35.3%
QXO vs MAGS
+15.9%
-51.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | +0.5% |
| 7D | -1.3% | +0.5% | -1.8% | -1.7% |
| 30D | -16.0% | +1.5% | -17.5% | -17.1% |
| 3M | -17.7% | +0.5% | -18.2% | -17.4% |
| 6M | -42.6% | +11.6% | -54.2% | -48.7% |
| YTD | -30.8% | +5.3% | -36.1% | -35.6% |
| 1Y | -35.3% | +14.9% | -50.2% | -36.5% |
| All | -35.3% | +15.9% | -51.2% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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