+187.8%
MAGS vs FFIV
+116.8%
+70.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -0.3% | -4.2% | +3.9% | +1.1% |
| 30D | -7.1% | -33.9% | +26.8% | +4.9% |
| 3M | -0.7% | -22.6% | +21.9% | +5.7% |
| 6M | -1.5% | -10.4% | +8.8% | -1.1% |
| YTD | +3.9% | +24.3% | -20.4% | -9.1% |
| 1Y | +3.1% | +31.8% | -28.7% | -12.2% |
| 3Y | +121.6% | +99.5% | +22.1% | +61.7% |
| All | +187.8% | +116.8% | +70.9% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling