+4.7%
LOW vs MAGS
+187.1%
-182.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -2.6% | -1.8% | -0.9% | -2.2% |
| 30D | -11.1% | +1.1% | -12.2% | -11.4% |
| 3M | -8.5% | +7.7% | -16.2% | -10.2% |
| 6M | -20.8% | +11.7% | -32.6% | -23.2% |
| YTD | -17.2% | +4.9% | -22.1% | -18.5% |
| 1Y | -24.7% | +14.3% | -39.1% | -27.7% |
| 3Y | -9.7% | +128.9% | -138.7% | -30.3% |
| All | +4.7% | +187.1% | -182.4% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling