+1,150.1%
LITE vs MAGS
+184.5%
+965.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -0.9% |
| 7D | -13.9% | -0.3% | -13.6% | -12.8% |
| 30D | -46.9% | -7.1% | -39.9% | -41.3% |
| 3M | -28.0% | -0.7% | -27.3% | -26.7% |
| 6M | -35.2% | -1.5% | -33.7% | -33.5% |
| YTD | +58.9% | +3.9% | +54.9% | +51.8% |
| 1Y | +125.3% | +3.1% | +122.2% | +119.6% |
| 3Y | +1,344.4% | +121.6% | +1,222.8% | +623.3% |
| All | +1,150.1% | +184.5% | +965.7% | +448.6% |
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