+6.3%
MAGS vs FGI
+38.7%
-32.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.0% | +7.2% | +2.3% |
| 7D | -1.4% | +3.3% | -4.7% | -1.4% |
| 30D | -4.4% | -2.0% | -2.3% | -4.4% |
| 3M | +1.9% | +60.3% | -58.3% | +0.3% |
| 6M | +4.9% | +0.7% | +4.2% | +3.7% |
| YTD | +6.5% | +30.2% | -23.6% | +3.2% |
| 1Y | +6.3% | +44.4% | -38.0% | +1.4% |
| All | +6.3% | +38.7% | -32.4% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling