+105.0%
FAST vs MAGS
+188.2%
-83.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | -0.8% | +1.5% | -2.3% | -1.1% |
| 3M | +5.8% | +0.5% | +5.3% | +5.5% |
| 6M | +8.0% | +11.6% | -3.6% | +4.9% |
| YTD | +25.6% | +5.3% | +20.4% | +23.6% |
| 1Y | +0.8% | +14.9% | -14.1% | -3.1% |
| 3Y | +86.1% | +128.9% | -42.8% | +49.0% |
| All | +105.0% | +188.2% | -83.2% | +51.3% |
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