+52.0%
LIN vs MAGS
+186.7%
-134.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.7% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | +7.6% | -6.3% | +13.9% | +8.5% |
| 3M | +6.5% | -0.1% | +6.6% | +6.4% |
| 6M | +6.2% | -0.8% | +7.0% | +6.2% |
| YTD | +23.2% | +4.7% | +18.5% | +22.0% |
| 1Y | +25.4% | +6.8% | +18.6% | +23.7% |
| 3Y | +38.3% | +128.9% | -90.6% | +16.0% |
| All | +52.0% | +186.7% | -134.7% | +24.4% |
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