-41.7%
FIS vs MAGS
+184.9%
-226.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.2% |
| 7D | +2.8% | +1.7% | +1.1% | +2.5% |
| 30D | -16.7% | -5.8% | -10.9% | -15.9% |
| 3M | -32.3% | +0.2% | -32.5% | -32.6% |
| 6M | -29.1% | -2.7% | -26.4% | -29.0% |
| YTD | -54.1% | +4.1% | -58.2% | -54.8% |
| 1Y | -53.7% | +7.5% | -61.2% | -54.7% |
| 3Y | -38.8% | +122.0% | -160.9% | -52.1% |
| All | -41.7% | +184.9% | -226.6% | -61.4% |
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