-46.8%
FLUT vs MAGS
+187.7%
-234.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.6% |
| 7D | -2.6% | +0.8% | -3.4% | -3.0% |
| 30D | +5.4% | +0.4% | +5.0% | +5.2% |
| 3M | -10.8% | +5.6% | -16.3% | -13.5% |
| 6M | -9.2% | +12.3% | -21.5% | -15.4% |
| YTD | -53.8% | +5.1% | -58.9% | -55.3% |
| 1Y | -66.0% | +14.0% | -79.9% | -68.5% |
| 3Y | -44.7% | +129.4% | -174.0% | -66.0% |
| All | -46.8% | +187.7% | -234.5% | -67.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling