+125.3%
MAGS vs FE
+44.1%
+81.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.0% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -8.4% | +5.2% | -13.5% | -7.8% |
| 3M | -1.5% | 0.0% | -1.5% | -1.5% |
| 6M | -1.4% | +5.0% | -6.4% | -0.7% |
| YTD | +2.4% | +7.9% | -5.5% | +3.4% |
| 1Y | +3.5% | +6.3% | -2.8% | +4.5% |
| 3Y | +125.3% | +46.0% | +79.3% | +131.2% |
| All | +125.3% | +44.1% | +81.2% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 3y: compounded portfolio wealth divided by compounded FE 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…
3y analysis · Full analysis span regression · 6 months rolling