+243.4%
FN vs MAGS
+184.5%
+58.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -3.9% |
| 7D | -4.1% | -0.3% | -3.8% | -3.1% |
| 30D | -28.3% | -7.1% | -21.3% | -21.7% |
| 3M | -33.9% | -0.7% | -33.2% | -32.7% |
| 6M | -43.9% | -1.5% | -42.4% | -42.4% |
| YTD | -23.4% | +3.9% | -27.4% | -25.5% |
| 1Y | -25.4% | +3.1% | -28.5% | -26.4% |
| 3Y | +107.9% | +121.6% | -13.7% | +11.0% |
| All | +243.4% | +184.5% | +58.9% | +70.4% |
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 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