+4.4%
FICO vs MAGS
+128.5%
-124.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.4% | -15.3% | -16.1% |
| 7D | -19.2% | +0.5% | -19.7% | -19.3% |
| 30D | -14.6% | +1.5% | -16.1% | -15.0% |
| 3M | -20.1% | +0.5% | -20.6% | -20.4% |
| 6M | -36.3% | +11.6% | -47.9% | -39.8% |
| YTD | -44.9% | +5.3% | -50.1% | -46.4% |
| 1Y | -38.6% | +14.9% | -53.5% | -43.1% |
| All | +4.4% | +128.5% | -124.0% | -36.3% |
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 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