+125.7%
MAGS vs FTV
-3.3%
+129.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | +0.8% | -1.3% | +2.1% | +1.4% |
| 30D | +0.4% | -9.5% | +9.9% | +4.6% |
| 3M | +5.6% | -10.9% | +16.5% | +10.3% |
| 6M | +12.3% | -0.6% | +12.9% | +11.3% |
| YTD | +5.1% | +1.4% | +3.7% | +2.3% |
| 1Y | +14.0% | +17.6% | -3.7% | +1.4% |
| All | +125.7% | -3.3% | +129.0% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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