+59.5%
FANG vs MAGS
+190.0%
-130.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | +2.9% | +0.6% | +2.2% | +2.8% |
| 30D | +2.6% | +3.2% | -0.6% | +1.9% |
| 3M | +7.6% | +7.7% | -0.1% | +5.6% |
| 6M | +17.3% | +12.5% | +4.9% | +13.5% |
| YTD | +38.7% | +6.0% | +32.7% | +36.4% |
| 1Y | +51.6% | +14.4% | +37.3% | +44.9% |
| 3Y | +50.0% | +127.5% | -77.6% | +28.8% |
| All | +59.5% | +190.0% | -130.6% | +26.7% |
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 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