+35.6%
LIN vs MAGS
+118.0%
-82.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +2.0% | -0.3% | +2.3% | +2.0% |
| 30D | +7.9% | -7.1% | +14.9% | +8.9% |
| 3M | +6.3% | -0.7% | +7.0% | +6.3% |
| 6M | +6.5% | -1.5% | +8.0% | +6.6% |
| YTD | +23.6% | +3.9% | +19.6% | +22.6% |
| 1Y | +25.7% | +3.1% | +22.6% | +24.9% |
| 3Y | +35.6% | +121.6% | -86.0% | +19.4% |
| All | +35.6% | +118.0% | -82.4% | +19.4% |
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 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