+8.1%
FPS vs MAGS
+10.6%
-2.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +4.0% |
| 7D | +3.1% | +0.5% | +2.6% | +2.5% |
| 30D | -18.6% | +1.5% | -20.0% | -20.0% |
| 3M | -51.5% | +0.5% | -51.9% | -51.1% |
| 6M | -8.5% | +11.6% | -20.1% | -15.0% |
| All | +8.1% | +10.6% | -2.5% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling