+223.2%
FN vs MAGS
+184.9%
+38.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.0% |
| 7D | +0.3% | +1.7% | -1.4% | -1.2% |
| 30D | -16.5% | -5.8% | -10.8% | -10.1% |
| 3M | -42.1% | +0.2% | -42.4% | -41.5% |
| 6M | -52.9% | -2.7% | -50.2% | -51.1% |
| YTD | -28.0% | +4.1% | -32.1% | -30.0% |
| 1Y | -18.5% | +7.5% | -26.0% | -23.0% |
| 3Y | +93.9% | +122.0% | -28.2% | +3.4% |
| All | +223.2% | +184.9% | +38.2% | +60.2% |
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