+0.4%
MAGS vs FIGR
-45.4%
+45.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.2% | +4.3% | -4.2% |
| 7D | -4.1% | -11.4% | +7.3% | -3.2% |
| 30D | -9.5% | -23.6% | +14.0% | -7.8% |
| 3M | -2.3% | -27.3% | +25.0% | -0.6% |
| 6M | -0.4% | -44.0% | +43.6% | +2.6% |
| YTD | +1.3% | -48.8% | +50.2% | +2.2% |
| 1Y | +0.4% | -46.0% | +46.3% | +0.1% |
| All | +0.4% | -45.4% | +45.7% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling