+125.7%
MAGS vs FIVN
-55.7%
+181.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +0.8% |
| 7D | +0.8% | -9.6% | +10.4% | +2.4% |
| 30D | +0.4% | -11.9% | +12.3% | +2.3% |
| 3M | +5.6% | +40.1% | -34.5% | -1.1% |
| 6M | +12.3% | +68.3% | -56.0% | +0.3% |
| YTD | +5.1% | +51.5% | -46.4% | -4.8% |
| 1Y | +14.0% | +15.1% | -1.2% | +8.9% |
| All | +125.7% | -55.7% | +181.3% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 3y: compounded portfolio wealth divided by compounded FIVN 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…
3y analysis · Full analysis span regression · 6 months rolling