+282.7%
FLEX vs MAGS
+122.1%
+160.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.8% |
| 7D | +7.5% | +1.7% | +5.8% | +6.1% |
| 30D | -25.3% | -5.8% | -19.5% | -20.6% |
| 3M | -39.7% | +0.2% | -39.9% | -39.2% |
| 6M | -47.9% | -2.7% | -45.2% | -46.1% |
| YTD | +24.1% | +4.1% | +20.0% | +21.4% |
| 1Y | +26.0% | +7.5% | +18.4% | +20.1% |
| 3Y | +282.7% | +122.0% | +160.6% | +125.8% |
| All | +282.7% | +122.1% | +160.6% | +125.8% |
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