+191.0%
MAGS vs FHN
+55.4%
+135.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +0.4% | -2.6% | +3.0% | +0.9% |
| 3M | +5.6% | 0.0% | +5.5% | +5.4% |
| 6M | +12.3% | +9.2% | +3.1% | +9.9% |
| YTD | +5.1% | +4.3% | +0.7% | +3.7% |
| 1Y | +14.0% | +10.8% | +3.2% | +10.8% |
| 3Y | +129.4% | +130.7% | -1.3% | +103.9% |
| All | +191.0% | +55.4% | +135.6% | +163.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling