+191.0%
MAGS vs FTI
+485.0%
-294.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +0.8% | -2.3% | +3.1% | +1.3% |
| 30D | +0.4% | +5.0% | -4.6% | -0.6% |
| 3M | +5.6% | +13.8% | -8.3% | +2.4% |
| 6M | +12.3% | +22.9% | -10.6% | +6.5% |
| YTD | +5.1% | +75.0% | -69.9% | -8.4% |
| 1Y | +14.0% | +96.9% | -82.9% | -3.8% |
| 3Y | +129.4% | +276.7% | -147.3% | +72.2% |
| All | +191.0% | +485.0% | -294.0% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling