+307.2%
LLY vs MAGS
+184.9%
+122.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | +6.7% | +1.7% | +5.1% | +6.3% |
| 30D | +19.6% | -5.8% | +25.3% | +21.1% |
| 3M | +19.7% | +0.2% | +19.5% | +19.3% |
| 6M | +42.7% | -2.7% | +45.4% | +43.1% |
| YTD | +35.1% | +4.1% | +31.0% | +32.5% |
| 1Y | +42.2% | +7.5% | +34.7% | +38.0% |
| 3Y | +140.8% | +122.0% | +18.7% | +78.5% |
| All | +307.2% | +184.9% | +122.3% | +178.3% |
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