+14.9%
MAGS vs FLR
+31.2%
-16.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | +0.5% | +5.4% | -4.9% | -0.2% |
| 30D | +1.5% | +11.4% | -9.9% | -0.3% |
| 3M | +0.5% | +11.4% | -10.9% | -1.7% |
| 6M | +11.6% | +16.6% | -5.0% | +6.9% |
| YTD | +5.3% | +41.7% | -36.4% | -3.1% |
| 1Y | +14.9% | +35.4% | -20.5% | +6.4% |
| All | +14.9% | +31.2% | -16.3% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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