+36.2%
LIN vs MAGS
+125.8%
-89.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.3% |
| 7D | +0.2% | -1.4% | +1.6% | +0.4% |
| 30D | +6.5% | -8.4% | +14.8% | +7.7% |
| 3M | +5.5% | -1.5% | +7.0% | +5.6% |
| 6M | +3.3% | -1.4% | +4.7% | +3.4% |
| YTD | +22.0% | +2.4% | +19.6% | +21.3% |
| 1Y | +25.7% | +3.5% | +22.2% | +24.6% |
| 3Y | +36.2% | +125.3% | -89.0% | +16.9% |
| All | +36.2% | +125.8% | -89.5% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling