+190.4%
MAGS vs FHN
+56.5%
+133.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | +1.1% | -2.6% | +3.7% | +1.6% |
| 3M | +7.7% | +0.8% | +6.9% | +7.4% |
| 6M | +11.7% | +9.2% | +2.5% | +9.3% |
| YTD | +4.9% | +5.1% | -0.2% | +3.4% |
| 1Y | +14.3% | +12.2% | +2.1% | +10.8% |
| 3Y | +128.9% | +132.4% | -3.5% | +103.2% |
| All | +190.4% | +56.5% | +133.9% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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