+1,172.1%
LITE vs MAGS
+125.8%
+1,046.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +4.4% |
| 7D | -35.9% | -1.4% | -34.5% | -34.2% |
| 30D | -51.5% | -8.4% | -43.2% | -45.2% |
| 3M | -35.7% | -1.5% | -34.2% | -33.9% |
| 6M | -43.0% | -1.4% | -41.6% | -41.7% |
| YTD | +46.1% | +2.4% | +43.7% | +41.4% |
| 1Y | +124.7% | +3.5% | +121.2% | +117.0% |
| 3Y | +1,172.1% | +125.3% | +1,046.8% | +507.4% |
| All | +1,172.1% | +125.8% | +1,046.3% | +507.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling