-25.7%
FIS vs MAGS
+187.7%
-213.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.5% |
| 7D | -9.1% | +0.8% | -9.9% | -9.2% |
| 30D | -10.4% | +0.4% | -10.9% | -10.5% |
| 3M | -3.7% | +5.6% | -9.3% | -4.9% |
| 6M | -24.8% | +12.3% | -37.1% | -26.8% |
| YTD | -41.6% | +5.1% | -46.7% | -42.3% |
| 1Y | -42.7% | +14.0% | -56.7% | -44.6% |
| 3Y | -26.2% | +129.4% | -155.6% | -42.8% |
| All | -25.7% | +187.7% | -213.4% | -50.7% |
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