+0.4%
MAGS vs FTI
+48.7%
-48.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -4.9% |
| 7D | -4.1% | -8.0% | +3.9% | -4.1% |
| 30D | -9.5% | -11.9% | +2.3% | -9.5% |
| 3M | -2.3% | -11.0% | +8.7% | -2.2% |
| 6M | -0.4% | -17.8% | +17.4% | -0.1% |
| YTD | +1.3% | +38.5% | -37.2% | -0.5% |
| 1Y | +0.4% | +45.9% | -45.6% | -3.4% |
| All | +0.4% | +48.7% | -48.3% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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