-3.7%
FISV vs MAGS
+5.9%
-9.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.7% |
| 7D | +29.6% | -1.4% | +31.0% | +30.0% |
| 30D | +34.5% | -4.4% | +38.9% | +35.8% |
| 3M | +11.2% | +1.9% | +9.3% | +10.0% |
| 6M | -1.2% | +4.9% | -6.2% | -3.2% |
| YTD | -7.6% | +6.5% | -14.2% | -11.4% |
| 1Y | -3.7% | +6.3% | -10.0% | -7.5% |
| All | -3.7% | +5.9% | -9.6% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling