+260.6%
FN vs MAGS
+186.7%
+73.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.3% | +9.6% | +9.4% |
| 7D | +16.3% | +1.3% | +15.0% | +15.6% |
| 30D | -24.7% | -6.3% | -18.4% | -18.5% |
| 3M | -34.9% | -0.1% | -34.9% | -34.2% |
| 6M | -41.1% | -0.8% | -40.3% | -40.0% |
| YTD | -19.6% | +4.7% | -24.4% | -22.4% |
| 1Y | -18.5% | +6.8% | -25.3% | -22.3% |
| 3Y | +119.1% | +128.9% | -9.8% | +14.1% |
| All | +260.6% | +186.7% | +73.8% | +77.4% |
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