+494.2%
FIX vs MAGS
+122.1%
+372.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | +9.4% | +1.7% | +7.8% | +7.9% |
| 30D | -27.8% | -5.8% | -22.0% | -23.1% |
| 3M | -35.6% | +0.2% | -35.8% | -35.5% |
| 6M | -45.2% | -2.7% | -42.6% | -43.9% |
| YTD | +19.5% | +4.1% | +15.4% | +14.3% |
| 1Y | +24.2% | +7.5% | +16.7% | +15.6% |
| 3Y | +494.2% | +122.0% | +372.1% | +226.2% |
| All | +494.2% | +122.1% | +372.0% | +226.2% |
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