+216.7%
LLY vs MAGS
+186.6%
+30.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -3.1% | +1.2% | -4.3% | -3.4% |
| 30D | -5.1% | -0.1% | -5.0% | -5.1% |
| 3M | -2.1% | +3.8% | -5.9% | -3.2% |
| 6M | +13.8% | +13.2% | +0.6% | +9.5% |
| YTD | +5.1% | +4.7% | +0.4% | +3.1% |
| 1Y | +53.1% | +14.4% | +38.7% | +46.0% |
| 3Y | +95.6% | +128.6% | -32.9% | +43.6% |
| All | +216.7% | +186.6% | +30.0% | +116.6% |
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