+11.4%
FPS vs MAGS
+10.0%
+1.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.7% |
| 7D | +10.4% | +1.2% | +9.2% | +8.8% |
| 30D | -16.5% | -0.1% | -16.4% | -16.6% |
| 3M | -45.5% | +3.8% | -49.4% | -47.6% |
| 6M | +2.1% | +13.2% | -11.2% | -6.5% |
| All | +11.4% | +10.0% | +1.4% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling