+577.8%
FLEX vs MAGS
+188.2%
+389.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.6% |
| 7D | -0.9% | +0.5% | -1.4% | -1.4% |
| 30D | -10.1% | +1.5% | -11.6% | -11.4% |
| 3M | -31.3% | +0.5% | -31.8% | -31.8% |
| 6M | +71.3% | +11.6% | +59.7% | +57.8% |
| YTD | +81.2% | +5.3% | +76.0% | +74.2% |
| 1Y | +98.5% | +14.9% | +83.6% | +79.5% |
| 3Y | +428.2% | +128.9% | +299.4% | +229.7% |
| All | +577.8% | +188.2% | +389.6% | +264.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling