+521.0%
LITE vs MAGS
+15.9%
+505.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +5.5% |
| 7D | -1.5% | +0.5% | -2.1% | -2.3% |
| 30D | +6.7% | +1.5% | +5.2% | +4.3% |
| 3M | -6.8% | +0.5% | -7.2% | -7.1% |
| 6M | +29.4% | +11.6% | +17.9% | +11.6% |
| YTD | +139.1% | +5.3% | +133.8% | +124.6% |
| 1Y | +521.0% | +14.9% | +506.1% | +473.9% |
| All | +521.0% | +15.9% | +505.1% | +473.9% |
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 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