+10.6%
LQD vs MAGS
+190.0%
-179.5%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.1% |
| 7D | -1.1% | +0.6% | -1.7% | -1.1% |
| 30D | -1.3% | +3.2% | -4.5% | -1.5% |
| 3M | -3.2% | +7.7% | -10.9% | -3.7% |
| 6M | -2.1% | +12.5% | -14.6% | -3.0% |
| YTD | -2.4% | +6.0% | -8.3% | -2.9% |
| 1Y | -2.7% | +14.4% | -17.0% | -3.7% |
| 3Y | +14.2% | +127.5% | -113.3% | +5.5% |
| All | +10.6% | +190.0% | -179.5% | +2.7% |
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