+50.0%
FANG vs MAGS
+128.4%
-78.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | +2.9% | +0.6% | +2.2% | +2.7% |
| 30D | +2.6% | +3.2% | -0.6% | +1.9% |
| 3M | +7.6% | +7.7% | -0.1% | +5.4% |
| 6M | +17.3% | +12.5% | +4.9% | +13.1% |
| YTD | +38.7% | +6.0% | +32.7% | +36.1% |
| 1Y | +51.6% | +14.4% | +37.3% | +44.2% |
| 3Y | +50.0% | +127.5% | -77.6% | +25.7% |
| All | +50.0% | +128.4% | -78.4% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling