+52.2%
LIN vs MAGS
+177.4%
-125.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | 0.0% |
| 7D | +3.6% | -4.1% | +7.7% | +4.2% |
| 30D | +6.4% | -9.5% | +15.9% | +7.9% |
| 3M | +6.5% | -2.3% | +8.8% | +6.7% |
| 6M | +4.9% | -0.4% | +5.2% | +4.7% |
| YTD | +23.4% | +1.3% | +22.1% | +22.8% |
| 1Y | +26.3% | +0.4% | +26.0% | +25.8% |
| 3Y | +38.0% | +125.4% | -87.4% | +15.9% |
| All | +52.2% | +177.4% | -125.2% | +25.2% |
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