+256.8%
FLEX vs MAGS
+125.8%
+131.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +3.7% |
| 7D | -19.3% | -1.4% | -17.9% | -18.1% |
| 30D | -41.5% | -8.4% | -33.2% | -36.3% |
| 3M | -43.1% | -1.5% | -41.6% | -41.9% |
| 6M | -48.2% | -1.4% | -46.8% | -47.2% |
| YTD | +15.5% | +2.4% | +13.1% | +14.5% |
| 1Y | +10.2% | +3.5% | +6.7% | +8.4% |
| 3Y | +256.8% | +125.3% | +131.6% | +109.0% |
| All | +256.8% | +125.8% | +131.0% | +109.0% |
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 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