+1,233.6%
LITE vs MAGS
+185.8%
+1,047.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +22.6% | +3.0% | +19.5% | +18.7% |
| 30D | -36.8% | -7.3% | -29.5% | -29.8% |
| 3M | -33.0% | +1.7% | -34.7% | -33.5% |
| 6M | -37.1% | -0.4% | -36.7% | -36.2% |
| YTD | +69.5% | +4.4% | +65.1% | +61.2% |
| 1Y | +146.1% | +5.1% | +141.0% | +134.8% |
| 3Y | +1,440.8% | +122.6% | +1,318.2% | +667.9% |
| All | +1,233.6% | +185.8% | +1,047.8% | +482.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling