+190.0%
MAGS vs FDS
-15.8%
+205.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +1.3% | -5.0% | +6.3% | +2.0% |
| 30D | -6.3% | +13.8% | -20.1% | -8.2% |
| 3M | -0.1% | +14.8% | -14.9% | -2.4% |
| 6M | -0.8% | +47.4% | -48.1% | -7.7% |
| YTD | +4.7% | +14.2% | -9.4% | +3.5% |
| 1Y | +6.8% | +26.6% | -19.9% | +1.7% |
| 3Y | +128.9% | -24.4% | +153.4% | +159.8% |
| All | +190.0% | -15.8% | +205.8% | +217.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling