+189.2%
MAGS vs FGI
-12.9%
+202.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | +0.5% |
| 7D | -2.0% | +6.9% | -8.9% | -2.0% |
| 30D | -6.9% | +3.9% | -10.8% | -6.9% |
| 3M | +0.7% | +74.3% | -73.6% | -0.1% |
| 6M | -0.8% | +28.9% | -29.7% | -1.5% |
| YTD | +4.4% | +39.1% | -34.7% | +3.2% |
| 1Y | +3.9% | +49.3% | -45.4% | +2.7% |
| 3Y | +122.7% | +5.7% | +117.0% | +124.2% |
| All | +189.2% | -12.9% | +202.1% | +192.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling