-80.8%
FIG vs MAGS
+17.4%
-98.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -12.2% | -1.8% | -10.4% | -10.9% |
| 30D | -11.0% | +1.1% | -12.1% | -11.7% |
| 3M | +11.9% | +7.7% | +4.2% | +4.5% |
| 6M | -21.9% | +11.7% | -33.6% | -29.8% |
| YTD | -40.8% | +4.9% | -45.6% | -43.4% |
| 1Y | -56.6% | +14.3% | -71.0% | -59.9% |
| All | -80.8% | +17.4% | -98.3% | -82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling