+193.4%
MAGS vs FLR
+79.9%
+113.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | +0.6% | -3.5% | +4.1% | +1.4% |
| 30D | +3.2% | +4.2% | -1.0% | +2.2% |
| 3M | +7.7% | +8.1% | -0.4% | +4.9% |
| 6M | +12.5% | +21.5% | -9.1% | +5.5% |
| YTD | +6.0% | +36.8% | -30.8% | -3.8% |
| 1Y | +14.4% | +31.2% | -16.8% | +4.3% |
| 3Y | +127.5% | +53.9% | +73.6% | +92.2% |
| All | +193.4% | +79.9% | +113.5% | +155.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling