+6.5%
FIX vs MAGS
+1.4%
+5.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +4.5% |
| 7D | -17.5% | -1.4% | -16.1% | -16.2% |
| 30D | -41.6% | -8.4% | -33.2% | -36.3% |
| 3M | -40.6% | -1.5% | -39.1% | -39.4% |
| 6M | -49.4% | -1.4% | -48.0% | -48.4% |
| YTD | +9.2% | +2.4% | +6.8% | +5.4% |
| 1Y | +6.5% | +3.5% | +2.9% | +1.4% |
| All | +6.5% | +1.4% | +5.0% | +1.4% |
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 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