+191.5%
MAGS vs FIVN
-53.5%
+245.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.0% |
| 7D | +0.5% | -2.3% | +2.8% | +0.9% |
| 30D | +1.5% | +12.4% | -10.9% | -0.8% |
| 3M | +0.5% | +36.0% | -35.6% | -5.2% |
| 6M | +11.6% | +86.0% | -74.4% | -1.6% |
| YTD | +5.3% | +65.9% | -60.7% | -5.7% |
| 1Y | +14.9% | +26.5% | -11.6% | +8.0% |
| 3Y | +128.9% | -54.2% | +183.1% | +131.6% |
| All | +191.5% | -53.5% | +245.0% | +196.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling