-38.6%
FICO vs MAGS
+15.9%
-54.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.4% | -15.3% | -16.5% |
| 7D | -19.2% | +0.5% | -19.7% | -19.1% |
| 30D | -14.6% | +1.5% | -16.1% | -14.7% |
| 3M | -20.1% | +0.5% | -20.6% | -19.0% |
| 6M | -36.3% | +11.6% | -47.9% | -37.6% |
| YTD | -44.9% | +5.3% | -50.1% | -45.1% |
| 1Y | -38.6% | +14.9% | -53.5% | -34.8% |
| All | -38.6% | +15.9% | -54.5% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling