+190.0%
MAGS vs FDS
-25.5%
+215.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.1% |
| 7D | +1.2% | -5.4% | +6.6% | +2.1% |
| 30D | -0.1% | +1.6% | -1.7% | -0.4% |
| 3M | +3.8% | +17.7% | -13.9% | +0.7% |
| 6M | +13.2% | +29.1% | -15.8% | +7.4% |
| YTD | +4.7% | +1.0% | +3.7% | +5.6% |
| 1Y | +14.4% | -21.6% | +36.0% | +25.9% |
| 3Y | +128.6% | -30.1% | +158.7% | +161.7% |
| All | +190.0% | -25.5% | +215.4% | +223.9% |
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