+23.5%
LIN vs MAGS
+3.4%
+20.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +0.2% | +3.0% | -2.8% | +0.4% |
| 30D | +6.2% | -7.3% | +13.5% | +5.8% |
| 3M | +9.3% | +1.7% | +7.6% | +9.5% |
| 6M | +4.4% | -0.4% | +4.7% | +5.0% |
| YTD | +23.7% | +4.4% | +19.3% | +25.4% |
| 1Y | +23.5% | +5.1% | +18.4% | +25.1% |
| All | +23.5% | +3.4% | +20.0% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling