+190.0%
MAGS vs FCUV
-99.2%
+289.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -65.2% | +64.7% | +0.1% |
| 7D | +1.2% | -47.9% | +49.2% | +1.4% |
| 30D | -0.1% | +13.7% | -13.8% | -0.7% |
| 3M | +3.8% | +97.0% | -93.2% | -0.8% |
| 6M | +13.2% | -66.1% | +79.4% | +11.0% |
| YTD | +4.7% | -81.8% | +86.5% | +4.0% |
| 1Y | +14.4% | -93.3% | +107.7% | +15.6% |
| 3Y | +128.6% | -99.2% | +227.8% | +143.0% |
| All | +190.0% | -99.2% | +289.2% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling