-80.9%
FIG vs MAGS
+17.7%
-98.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.6% | -3.5% |
| 7D | -14.5% | +0.8% | -15.3% | -15.0% |
| 30D | -13.3% | +0.4% | -13.7% | -13.5% |
| 3M | +7.4% | +5.6% | +1.8% | +2.2% |
| 6M | -27.8% | +12.3% | -40.1% | -35.4% |
| YTD | -41.1% | +5.1% | -46.2% | -43.8% |
| 1Y | -58.7% | +14.0% | -72.7% | -61.9% |
| All | -80.9% | +17.7% | -98.6% | -82.2% |
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