-25.7%
FN vs MAGS
+5.9%
-31.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.2% | -8.2% | -8.6% |
| 7D | -7.0% | -1.4% | -5.6% | -5.4% |
| 30D | -24.7% | -4.4% | -20.3% | -20.2% |
| 3M | -35.7% | +1.9% | -37.6% | -36.7% |
| 6M | -52.4% | +4.9% | -57.3% | -54.5% |
| YTD | -25.0% | +6.5% | -31.5% | -27.6% |
| 1Y | -25.7% | +6.3% | -32.0% | -27.3% |
| All | -25.7% | +5.9% | -31.5% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling