+25.5%
FLEX vs MAGS
+3.5%
+22.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.1% |
| 7D | +2.2% | -2.0% | +4.2% | +5.7% |
| 30D | -32.6% | -6.9% | -25.8% | -25.7% |
| 3M | -35.5% | +0.7% | -36.1% | -34.9% |
| 6M | -45.6% | -0.8% | -44.8% | -43.6% |
| YTD | +30.7% | +4.4% | +26.3% | +23.9% |
| All | +25.5% | +3.5% | +22.0% | +18.5% |
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