+191.0%
MAGS vs USFR
+16.7%
+174.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.8% | +0.1% | +0.8% | +0.9% |
| 30D | +0.4% | +0.3% | +0.1% | +0.6% |
| 3M | +5.6% | +1.0% | +4.6% | +6.4% |
| 6M | +12.3% | +1.9% | +10.4% | +13.5% |
| YTD | +5.1% | +2.7% | +2.4% | +5.7% |
| 1Y | +14.0% | +4.0% | +10.0% | +14.0% |
| 3Y | +129.4% | +14.0% | +115.3% | +149.7% |
| All | +191.0% | +16.7% | +174.3% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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