+23.7%
FITB vs MAGS
+13.0%
+10.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.0% | -1.8% | +0.8% | -0.6% |
| 30D | -5.5% | +1.1% | -6.6% | -5.7% |
| 3M | +4.1% | +7.7% | -3.6% | +2.4% |
| 6M | +18.7% | +11.7% | +7.0% | +13.7% |
| YTD | +18.2% | +4.9% | +13.3% | +13.7% |
| 1Y | +23.7% | +14.3% | +9.3% | +19.1% |
| All | +23.7% | +13.0% | +10.6% | +19.1% |
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 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