+57.3%
LLY vs MAGS
+5.9%
+51.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.7% |
| 7D | +10.1% | -1.4% | +11.4% | +10.0% |
| 30D | +24.0% | -4.4% | +28.4% | +24.1% |
| 3M | +27.3% | +1.9% | +25.4% | +26.9% |
| 6M | +47.0% | +4.9% | +42.0% | +46.5% |
| YTD | +32.6% | +6.5% | +26.0% | +29.0% |
| 1Y | +57.3% | +6.3% | +51.0% | +53.1% |
| All | +57.3% | +5.9% | +51.5% | +53.1% |
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