-0.4%
MAGS vs FND
-0.3%
-0.1%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.3% | +0.4% |
| 7D | +3.0% | -5.1% | +8.1% | +3.5% |
| 30D | -7.3% | +9.2% | -16.5% | -7.9% |
| 3M | +1.7% | -17.7% | +19.4% | +3.9% |
| 6M | -0.4% | +2.5% | -2.9% | -1.3% |
| All | -0.4% | -0.3% | -0.1% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling