+187.8%
MAGS vs FHN
+50.0%
+137.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.3% | +0.9% | -1.2% | -0.4% |
| 30D | -7.1% | +2.1% | -9.2% | -7.5% |
| 3M | -0.7% | -6.0% | +5.3% | +0.5% |
| 6M | -1.5% | -2.9% | +1.4% | -1.1% |
| YTD | +3.9% | +0.7% | +3.2% | +3.3% |
| 1Y | +3.1% | +11.0% | -7.9% | +0.3% |
| 3Y | +121.6% | +130.3% | -8.7% | +98.2% |
| All | +187.8% | +50.0% | +137.8% | +162.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling