-58.5%
FIG vs MAGS
+15.0%
-73.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +3.9% |
| 7D | -3.8% | +0.6% | -4.5% | -4.3% |
| 30D | -2.3% | +3.2% | -5.5% | -4.9% |
| 3M | +20.0% | +7.7% | +12.3% | +11.3% |
| 6M | -16.7% | +12.5% | -29.1% | -26.4% |
| YTD | -37.9% | +6.0% | -43.9% | -40.8% |
| 1Y | -58.5% | +14.4% | -72.9% | -62.8% |
| All | -58.5% | +15.0% | -73.6% | -62.8% |
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