+122.0%
MAGS vs FIVN
-56.5%
+178.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.2% |
| 7D | +1.7% | -2.8% | +4.5% | +2.1% |
| 30D | -5.8% | -17.4% | +11.6% | -3.4% |
| 3M | +0.2% | -19.2% | +19.4% | +2.7% |
| 6M | -2.7% | +29.4% | -32.0% | -8.7% |
| YTD | +4.1% | +36.3% | -32.2% | -4.8% |
| 1Y | +7.5% | +33.5% | -26.0% | -1.4% |
| 3Y | +122.0% | -56.8% | +178.9% | +122.5% |
| All | +122.0% | -56.5% | +178.5% | +122.5% |
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