+107.4%
MAGS vs FBTC
+42.6%
+64.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.5% |
| 7D | +1.7% | -9.2% | +10.8% | +3.8% |
| 30D | -5.8% | -15.8% | +10.0% | -2.2% |
| 3M | +0.2% | +8.7% | -8.4% | -1.7% |
| 6M | -2.7% | -13.6% | +11.0% | 0.0% |
| YTD | +4.1% | -21.5% | +25.6% | +8.2% |
| 1Y | +7.5% | -29.9% | +37.4% | +14.2% |
| All | +107.4% | +42.6% | +64.8% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 5y: compounded portfolio wealth divided by compounded FBTC 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…
5y analysis · Full analysis span regression · 6 months rolling