-43.9%
FLUT vs MAGS
+128.8%
-172.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | +3.8% | +1.2% | +2.6% | +3.1% |
| 30D | +6.3% | -0.1% | +6.4% | +6.4% |
| 3M | -4.0% | +3.8% | -7.9% | -6.2% |
| 6M | -10.3% | +13.2% | -23.5% | -17.0% |
| YTD | -53.2% | +4.7% | -57.9% | -54.6% |
| 1Y | -65.0% | +14.4% | -79.4% | -67.8% |
| 3Y | -43.9% | +128.6% | -172.5% | -67.0% |
| All | -43.9% | +128.8% | -172.7% | -67.0% |
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