+193.4%
MAGS vs FND
-52.0%
+245.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | +0.6% | -5.8% | +6.4% | +1.7% |
| 30D | +3.2% | -20.2% | +23.4% | +7.4% |
| 3M | +7.7% | -12.0% | +19.6% | +9.5% |
| 6M | +12.5% | -18.5% | +31.0% | +15.4% |
| YTD | +6.0% | -22.3% | +28.2% | +9.1% |
| 1Y | +14.4% | -47.6% | +62.0% | +27.3% |
| 3Y | +127.5% | -49.8% | +177.3% | +141.0% |
| All | +193.4% | -52.0% | +245.4% | +216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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