-39.7%
QXO vs MAGS
+187.1%
-226.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -8.7% | -1.8% | -6.9% | -8.3% |
| 30D | -21.0% | +1.1% | -22.0% | -21.1% |
| 3M | -18.4% | +7.7% | -26.1% | -19.6% |
| 6M | -43.0% | +11.7% | -54.7% | -44.3% |
| YTD | -36.3% | +4.9% | -41.2% | -37.3% |
| 1Y | -42.8% | +14.3% | -57.1% | -43.9% |
| 3Y | -45.8% | +128.9% | -174.7% | -30.4% |
| All | -39.7% | +187.1% | -226.8% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling