-22.6%
FPS vs MAGS
+11.9%
-34.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.2% | -19.6% | -20.1% |
| 7D | -23.3% | -1.4% | -22.0% | -22.1% |
| 30D | -42.4% | -4.4% | -38.0% | -38.4% |
| 3M | -43.0% | +1.9% | -45.0% | -43.4% |
| 6M | -44.5% | +4.9% | -49.4% | -45.8% |
| All | -22.6% | +11.9% | -34.5% | -27.3% |
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