-9.1%
LOW vs MAGS
+126.5%
-135.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.6% | +0.8% | -1.4% | -0.8% |
| 30D | -9.3% | +0.4% | -9.7% | -9.4% |
| 3M | -8.1% | +5.6% | -13.6% | -9.4% |
| 6M | -19.8% | +12.3% | -32.1% | -22.3% |
| YTD | -16.4% | +5.1% | -21.5% | -17.8% |
| 1Y | -24.7% | +14.0% | -38.6% | -27.6% |
| All | -9.1% | +126.5% | -135.6% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling