-80.3%
FIG vs MAGS
+17.3%
-97.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.1% | -5.3% |
| 7D | -16.4% | +1.2% | -17.6% | -17.2% |
| 30D | -2.3% | -0.1% | -2.2% | -2.2% |
| 3M | +7.8% | +3.8% | +4.0% | +4.0% |
| 6M | -21.8% | +13.2% | -35.1% | -30.7% |
| YTD | -39.1% | +4.7% | -43.8% | -41.7% |
| 1Y | -56.6% | +14.4% | -71.0% | -59.8% |
| All | -80.3% | +17.3% | -97.6% | -81.6% |
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