+191.0%
MAGS vs FLR
+82.0%
+109.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.5% | +1.0% |
| 7D | +0.8% | -3.1% | +3.9% | +1.5% |
| 30D | +0.4% | +4.9% | -4.5% | -0.7% |
| 3M | +5.6% | +10.8% | -5.2% | +2.2% |
| 6M | +12.3% | +19.7% | -7.4% | +5.8% |
| YTD | +5.1% | +38.4% | -33.3% | -4.8% |
| 1Y | +14.0% | +34.7% | -20.7% | +3.3% |
| 3Y | +129.4% | +56.7% | +72.7% | +93.2% |
| All | +191.0% | +82.0% | +109.0% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling