+132.3%
FITB vs MAGS
+185.8%
-53.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.9% |
| 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% | +15.3% |
| 1Y | +28.9% | +5.1% | +23.8% | +25.6% |
| 3Y | +139.4% | +122.6% | +16.8% | +81.7% |
| All | +132.3% | +185.8% | -53.5% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling