+191.0%
MAGS vs FDS
-28.0%
+219.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.9% |
| 7D | +0.8% | -8.8% | +9.6% | +2.2% |
| 30D | +0.4% | -1.4% | +1.8% | +0.6% |
| 3M | +5.6% | +13.9% | -8.3% | +2.9% |
| 6M | +12.3% | +27.4% | -15.1% | +6.5% |
| YTD | +5.1% | -2.5% | +7.6% | +6.5% |
| 1Y | +14.0% | -23.8% | +37.7% | +25.7% |
| 3Y | +129.4% | -32.5% | +161.9% | +164.1% |
| All | +191.0% | -28.0% | +219.0% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling