+190.4%
MAGS vs FTI
+468.2%
-277.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.3% |
| 7D | -1.8% | -5.6% | +3.8% | -0.7% |
| 30D | +1.1% | +0.4% | +0.7% | +0.9% |
| 3M | +7.7% | +8.1% | -0.4% | +5.6% |
| 6M | +11.7% | +16.7% | -5.0% | +7.1% |
| YTD | +4.9% | +70.0% | -65.1% | -8.1% |
| 1Y | +14.3% | +85.4% | -71.1% | -2.2% |
| 3Y | +128.9% | +265.9% | -137.0% | +72.8% |
| All | +190.4% | +468.2% | -277.8% | +109.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling