-56.1%
FLUT vs MAGS
+185.8%
-241.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -1.2% | +3.0% | -4.2% | -2.7% |
| 30D | +5.0% | -7.3% | +12.3% | +8.8% |
| 3M | -16.4% | +1.7% | -18.1% | -17.7% |
| 6M | -14.6% | -0.4% | -14.2% | -15.3% |
| YTD | -61.9% | +4.4% | -66.3% | -63.3% |
| 1Y | -65.0% | +5.1% | -70.1% | -66.4% |
| 3Y | -44.8% | +122.6% | -167.4% | -65.7% |
| All | -56.1% | +185.8% | -241.9% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling