+191.5%
MAGS vs FE
+30.4%
+161.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.5% |
| 7D | +0.5% | +1.9% | -1.4% | +0.7% |
| 30D | +1.5% | -1.2% | +2.7% | +1.4% |
| 3M | +0.5% | +3.5% | -3.0% | +0.8% |
| 6M | +11.6% | -6.1% | +17.6% | +11.2% |
| YTD | +5.3% | +7.6% | -2.3% | +6.0% |
| 1Y | +14.9% | +11.9% | +3.0% | +16.1% |
| 3Y | +128.9% | +48.4% | +80.5% | +135.8% |
| All | +191.5% | +30.4% | +161.1% | +209.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling