+14.2%
LQD vs MAGS
+126.1%
-111.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -1.1% | -1.8% | +0.7% | -1.0% |
| 30D | -1.1% | +1.1% | -2.2% | -1.2% |
| 3M | -2.3% | +7.7% | -10.1% | -2.9% |
| 6M | -2.9% | +11.7% | -14.6% | -3.7% |
| YTD | -2.3% | +4.9% | -7.2% | -2.7% |
| 1Y | -2.2% | +14.3% | -16.5% | -3.1% |
| All | +14.2% | +126.1% | -111.8% | +5.1% |
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