+190.4%
MAGS vs FCUV
-99.3%
+289.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -1.8% | -72.0% | +70.2% | -1.0% |
| 30D | +1.1% | -8.0% | +9.1% | +0.7% |
| 3M | +7.7% | +66.3% | -58.5% | +3.3% |
| 6M | +11.7% | -75.3% | +87.0% | +10.4% |
| YTD | +4.9% | -83.0% | +87.8% | +4.2% |
| 1Y | +14.3% | -94.7% | +109.0% | +16.1% |
| 3Y | +128.9% | -99.3% | +228.2% | +143.6% |
| All | +190.4% | -99.3% | +289.7% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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