+190.4%
MAGS vs FLNC
-51.7%
+242.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.1% |
| 7D | -1.8% | -5.0% | +3.2% | -1.5% |
| 30D | +1.1% | -26.1% | +27.2% | +3.3% |
| 3M | +7.7% | -55.2% | +62.9% | +13.7% |
| 6M | +11.7% | -42.6% | +54.3% | +13.4% |
| YTD | +4.9% | -51.0% | +55.9% | +6.6% |
| 1Y | +14.3% | +43.3% | -29.0% | +3.5% |
| 3Y | +128.9% | -63.4% | +192.3% | +111.0% |
| All | +190.4% | -51.7% | +242.1% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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