+5.7%
FICO vs MAGS
+185.8%
-180.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | +1.4% | +3.0% | -1.6% | +0.2% |
| 30D | -0.8% | -7.3% | +6.5% | +2.1% |
| 3M | -31.3% | +1.7% | -33.0% | -32.0% |
| 6M | -33.9% | -0.4% | -33.6% | -34.4% |
| YTD | -57.6% | +4.4% | -62.0% | -58.9% |
| 1Y | -59.7% | +5.1% | -64.7% | -61.0% |
| 3Y | -28.0% | +122.6% | -150.6% | -55.1% |
| All | +5.7% | +185.8% | -180.1% | -42.5% |
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