+125.7%
MAGS vs FND
-50.0%
+175.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +0.8% | -0.8% | +1.6% | +0.9% |
| 30D | +0.4% | -19.6% | +20.0% | +4.3% |
| 3M | +5.6% | -4.3% | +9.9% | +5.6% |
| 6M | +12.3% | -20.4% | +32.8% | +15.8% |
| YTD | +5.1% | -21.9% | +27.0% | +8.2% |
| 1Y | +14.0% | -45.2% | +59.2% | +25.8% |
| All | +125.7% | -50.0% | +175.7% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling