-23.6%
FIS vs MAGS
+128.8%
-152.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.8% |
| 7D | -3.5% | +1.2% | -4.7% | -3.7% |
| 30D | -7.8% | -0.1% | -7.7% | -7.8% |
| 3M | +0.8% | +3.8% | -3.0% | 0.0% |
| 6M | -21.9% | +13.2% | -35.1% | -24.1% |
| YTD | -39.5% | +4.7% | -44.2% | -40.2% |
| 1Y | -41.0% | +14.4% | -55.4% | -42.8% |
| 3Y | -23.6% | +128.6% | -152.2% | -40.1% |
| All | -23.6% | +128.8% | -152.4% | -40.1% |
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