+39.5%
LIN vs MAGS
+188.2%
-148.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -2.1% | +0.5% | -2.7% | -2.2% |
| 30D | -2.4% | +1.5% | -3.9% | -2.6% |
| 3M | -5.6% | +0.5% | -6.0% | -5.7% |
| 6M | -3.4% | +11.6% | -15.0% | -5.3% |
| YTD | +13.1% | +5.3% | +7.8% | +12.0% |
| 1Y | +2.5% | +14.9% | -12.4% | -0.5% |
| 3Y | +27.6% | +128.9% | -101.3% | +7.1% |
| All | +39.5% | +188.2% | -148.7% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling