+188.2%
MAGS vs FE
+32.4%
+155.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.2% |
| 7D | +1.7% | +1.2% | +0.4% | +1.8% |
| 30D | -5.8% | +4.5% | -10.3% | -5.3% |
| 3M | +0.2% | +1.3% | -1.1% | +0.4% |
| 6M | -2.7% | +8.7% | -11.3% | -1.9% |
| YTD | +4.1% | +9.2% | -5.1% | +5.0% |
| 1Y | +7.5% | +7.0% | +0.5% | +8.4% |
| 3Y | +122.0% | +51.4% | +70.7% | +127.5% |
| All | +188.2% | +32.4% | +155.9% | +206.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling