+223.8%
LLY vs MAGS
+188.2%
+35.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -2.1% | +0.5% | -2.7% | -2.3% |
| 30D | -1.6% | +1.5% | -3.1% | -2.0% |
| 3M | +2.3% | +0.5% | +1.8% | +2.0% |
| 6M | +14.9% | +11.6% | +3.3% | +10.9% |
| YTD | +7.5% | +5.3% | +2.2% | +5.3% |
| 1Y | +55.7% | +14.9% | +40.8% | +48.3% |
| 3Y | +110.6% | +128.9% | -18.3% | +54.5% |
| All | +223.8% | +188.2% | +35.7% | +121.2% |
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