+263.6%
FN vs MAGS
+185.9%
+77.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.5% | +5.4% | +5.4% |
| 7D | +8.0% | -2.0% | +10.0% | +11.3% |
| 30D | -19.1% | -6.9% | -12.3% | -11.8% |
| 3M | -29.8% | +0.7% | -30.5% | -29.5% |
| 6M | -43.2% | -0.8% | -42.4% | -42.1% |
| YTD | -18.9% | +4.4% | -23.4% | -21.5% |
| 1Y | -17.9% | +3.9% | -21.8% | -19.6% |
| 3Y | +120.1% | +122.7% | -2.6% | +16.9% |
| All | +263.6% | +185.9% | +77.7% | +79.6% |
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