+122.9%
FIX vs MAGS
+15.9%
+107.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +3.2% |
| 7D | +6.0% | +0.5% | +5.5% | +5.4% |
| 30D | -7.2% | +1.5% | -8.7% | -8.9% |
| 3M | -15.9% | +0.5% | -16.3% | -16.3% |
| 6M | +12.7% | +11.6% | +1.2% | -2.3% |
| YTD | +72.8% | +5.3% | +67.5% | +60.5% |
| 1Y | +122.9% | +14.9% | +108.0% | +92.9% |
| All | +122.9% | +15.9% | +107.0% | +92.9% |
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