+383.8%
FLEX vs MAGS
+186.7%
+197.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.3% | +9.7% | +10.1% |
| 7D | -7.2% | +1.3% | -8.5% | -7.8% |
| 30D | -34.8% | -6.3% | -28.4% | -30.6% |
| 3M | -35.6% | -0.1% | -35.5% | -35.0% |
| 6M | -45.0% | -0.8% | -44.3% | -44.2% |
| YTD | +29.4% | +4.7% | +24.6% | +26.2% |
| 1Y | +24.8% | +6.8% | +18.0% | +20.1% |
| 3Y | +304.4% | +128.9% | +175.5% | +152.7% |
| All | +383.8% | +186.7% | +197.1% | +164.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling