+53.6%
LIN vs MAGS
+184.9%
-131.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +2.1% | +1.7% | +0.4% | +1.9% |
| 30D | +6.8% | -5.8% | +12.5% | +7.6% |
| 3M | +10.4% | +0.2% | +10.1% | +10.2% |
| 6M | +3.2% | -2.7% | +5.8% | +3.4% |
| YTD | +24.6% | +4.1% | +20.5% | +23.5% |
| 1Y | +24.4% | +7.5% | +16.9% | +22.5% |
| 3Y | +36.7% | +122.0% | -85.3% | +15.4% |
| All | +53.6% | +184.9% | -131.3% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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