+138.9%
FITB vs MAGS
+122.8%
+16.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.8% | +3.0% | -2.2% | -0.1% |
| 30D | +7.3% | -7.3% | +14.6% | +10.0% |
| 3M | -6.3% | +1.7% | -8.0% | -7.0% |
| 6M | +12.6% | -0.4% | +12.9% | +12.3% |
| YTD | +18.0% | +4.4% | +13.6% | +15.2% |
| 1Y | +28.9% | +5.1% | +23.8% | +25.5% |
| All | +138.9% | +122.8% | +16.2% | +85.4% |
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