+188.2%
MAGS vs FLR
+62.6%
+125.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +1.7% | +5.4% | -3.7% | +0.5% |
| 30D | -5.8% | +2.8% | -8.6% | -6.4% |
| 3M | +0.2% | -6.4% | +6.6% | +1.3% |
| 6M | -2.7% | +8.8% | -11.4% | -5.9% |
| YTD | +4.1% | +23.6% | -19.5% | -3.7% |
| 1Y | +7.5% | +13.8% | -6.3% | +1.4% |
| 3Y | +122.0% | +36.5% | +85.6% | +91.6% |
| All | +188.2% | +62.6% | +125.7% | +155.4% |
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 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