-39.6%
QXO vs MAGS
+190.0%
-229.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.1% |
| 7D | -7.8% | +0.6% | -8.4% | -7.9% |
| 30D | -18.1% | +3.2% | -21.3% | -18.7% |
| 3M | -25.8% | +7.7% | -33.4% | -26.9% |
| 6M | -41.7% | +12.5% | -54.2% | -43.2% |
| YTD | -36.2% | +6.0% | -42.1% | -37.3% |
| 1Y | -42.1% | +14.4% | -56.5% | -43.4% |
| 3Y | -46.2% | +127.5% | -173.7% | -31.2% |
| All | -39.6% | +190.0% | -229.7% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling