+14.3%
MAGS vs FND
-45.8%
+60.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -1.8% | -5.1% | +3.3% | -1.1% |
| 30D | +1.1% | -22.5% | +23.6% | +4.3% |
| 3M | +7.7% | -5.0% | +12.7% | +7.8% |
| 6M | +11.7% | -21.5% | +33.2% | +13.5% |
| YTD | +4.9% | -23.0% | +27.9% | +6.8% |
| 1Y | +14.3% | -44.9% | +59.2% | +20.0% |
| All | +14.3% | -45.8% | +60.2% | +20.0% |
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