+100.5%
FLEX vs MAGS
+14.5%
+86.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.8% |
| 7D | +6.4% | +0.8% | +5.5% | +5.3% |
| 30D | -5.9% | +0.4% | -6.3% | -6.5% |
| 3M | -23.5% | +5.6% | -29.0% | -28.5% |
| 6M | +83.7% | +12.3% | +71.4% | +60.9% |
| YTD | +86.5% | +5.1% | +81.4% | +73.9% |
| 1Y | +100.5% | +14.0% | +86.5% | +77.2% |
| All | +100.5% | +14.5% | +86.0% | +77.2% |
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 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