+222.3%
FN vs MAGS
+180.2%
+42.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.0% | +10.6% | +10.6% |
| 7D | 0.0% | -1.4% | +1.3% | +2.0% |
| 30D | -34.3% | -8.4% | -26.0% | -27.3% |
| 3M | -39.9% | -1.5% | -38.3% | -38.3% |
| 6M | -51.8% | -1.4% | -50.5% | -50.7% |
| YTD | -28.1% | +2.4% | -30.5% | -29.1% |
| 1Y | -29.1% | +3.5% | -32.6% | -30.3% |
| 3Y | +102.4% | +125.3% | -22.8% | +7.4% |
| All | +222.3% | +180.2% | +42.1% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling