+188.7%
FN vs MAGS
+177.4%
+11.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.9% | -9.4% | -9.2% |
| 7D | -16.0% | -4.1% | -11.9% | -11.8% |
| 30D | -40.1% | -9.5% | -30.6% | -32.9% |
| 3M | -43.9% | -2.3% | -41.6% | -42.1% |
| 6M | -55.6% | -0.4% | -55.2% | -55.1% |
| YTD | -35.7% | +1.3% | -37.0% | -35.9% |
| 1Y | -39.8% | +0.4% | -40.2% | -39.1% |
| 3Y | +80.3% | +125.4% | -45.2% | -4.1% |
| All | +188.7% | +177.4% | +11.2% | +46.6% |
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 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