+988.2%
LITE vs MAGS
+177.4%
+810.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.9% | -13.8% | -13.0% |
| 7D | -44.6% | -4.1% | -40.5% | -41.3% |
| 30D | -55.0% | -9.5% | -45.5% | -48.7% |
| 3M | -38.3% | -2.3% | -36.0% | -36.1% |
| 6M | -48.8% | -0.4% | -48.4% | -48.4% |
| YTD | +38.3% | +1.3% | +36.9% | +35.8% |
| 1Y | +119.0% | +0.4% | +118.6% | +119.7% |
| 3Y | +1,092.0% | +125.4% | +966.6% | +494.9% |
| All | +988.2% | +177.4% | +810.7% | +390.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling