-36.3%
FICO vs MAGS
+12.8%
-49.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -14.6% |
| 3M | -20.1% | +0.5% | -20.6% | -18.0% |
| 6M | -36.3% | +11.6% | -47.9% | -37.3% |
| All | -36.3% | +12.8% | -49.1% | -37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling