+129.4%
LITE vs MAGS
+4.9%
+124.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.3% | +8.4% | +8.0% |
| 7D | -12.9% | +1.3% | -14.2% | -13.2% |
| 30D | -46.0% | -6.3% | -39.6% | -41.3% |
| 3M | -33.0% | -0.1% | -33.0% | -31.5% |
| 6M | -34.0% | -0.8% | -33.3% | -31.8% |
| YTD | +61.7% | +4.7% | +57.0% | +61.6% |
| All | +129.4% | +4.9% | +124.5% | +142.9% |
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