+134.9%
FITB vs MAGS
+184.9%
-50.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +2.8% | +1.7% | +1.1% | +2.2% |
| 30D | +9.8% | -5.8% | +15.6% | +11.8% |
| 3M | -5.2% | +0.2% | -5.4% | -5.4% |
| 6M | +17.3% | -2.7% | +20.0% | +18.0% |
| YTD | +19.3% | +4.1% | +15.2% | +16.7% |
| 1Y | +32.7% | +7.5% | +25.2% | +28.2% |
| 3Y | +141.6% | +122.0% | +19.5% | +83.6% |
| All | +134.9% | +184.9% | -50.1% | +55.5% |
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 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