+25.0%
FLEX vs MAGS
+5.9%
+19.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.2% | -14.6% | -14.9% |
| 7D | -17.0% | -1.4% | -15.6% | -15.8% |
| 30D | -33.8% | -4.4% | -29.5% | -29.9% |
| 3M | -39.0% | +1.9% | -41.0% | -40.0% |
| 6M | -15.9% | +4.9% | -20.8% | -19.2% |
| YTD | +27.8% | +6.5% | +21.3% | +17.5% |
| 1Y | +25.0% | +6.3% | +18.7% | +15.5% |
| All | +25.0% | +5.9% | +19.1% | +15.5% |
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