+59.8%
FANG vs MAGS
+187.1%
-127.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +1.2% | -1.8% | +3.0% | +1.6% |
| 30D | +2.4% | +1.1% | +1.3% | +2.1% |
| 3M | +5.1% | +7.7% | -2.7% | +3.1% |
| 6M | +16.4% | +11.7% | +4.7% | +12.7% |
| YTD | +39.0% | +4.9% | +34.1% | +36.9% |
| 1Y | +50.6% | +14.3% | +36.3% | +43.8% |
| 3Y | +46.9% | +128.9% | -82.0% | +26.5% |
| All | +59.8% | +187.1% | -127.3% | +27.2% |
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