+7.5%
MAGS vs FND
-24.7%
+32.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | +1.7% | -6.8% | +8.5% | +2.5% |
| 30D | -5.8% | +8.0% | -13.8% | -6.7% |
| 3M | +0.2% | -18.9% | +19.2% | +2.9% |
| 6M | -2.7% | +4.7% | -7.3% | -4.0% |
| YTD | +4.1% | -21.6% | +25.7% | +6.2% |
| 1Y | +7.5% | -22.0% | +29.5% | +9.6% |
| All | +7.5% | -24.7% | +32.2% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling