+191.0%
MAGS vs FFIV
+176.5%
+14.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | -1.0% |
| 7D | +0.8% | +3.5% | -2.7% | -0.4% |
| 30D | +0.4% | -1.3% | +1.7% | +0.6% |
| 3M | +5.6% | +2.4% | +3.2% | +4.2% |
| 6M | +12.3% | +41.8% | -29.5% | -2.6% |
| YTD | +5.1% | +58.5% | -53.4% | -13.4% |
| 1Y | +14.0% | +24.3% | -10.4% | +3.6% |
| 3Y | +129.4% | +152.0% | -22.6% | +58.4% |
| All | +191.0% | +176.5% | +14.5% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling