+191.5%
MAGS vs FGI
-18.6%
+210.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.5% | -9.0% | -1.5% |
| 7D | +0.5% | +0.5% | 0.0% | +0.5% |
| 30D | +1.5% | +65.4% | -63.9% | +0.8% |
| 3M | +0.5% | +23.5% | -23.0% | -0.2% |
| 6M | +11.6% | +60.5% | -48.9% | +10.3% |
| YTD | +5.3% | +30.0% | -24.7% | +4.2% |
| 1Y | +14.9% | +82.1% | -67.2% | +13.8% |
| 3Y | +128.9% | -4.4% | +133.3% | +131.6% |
| All | +191.5% | -18.6% | +210.1% | +195.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling