+29.6%
LUV vs MAGS
+15.9%
+13.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +3.2% |
| 7D | +0.4% | +0.5% | -0.1% | 0.0% |
| 30D | -18.4% | +1.5% | -19.9% | -19.2% |
| 3M | -3.2% | +0.5% | -3.7% | -3.3% |
| 6M | -14.8% | +11.6% | -26.4% | -21.0% |
| YTD | -2.9% | +5.3% | -8.1% | -8.8% |
| 1Y | +29.6% | +14.9% | +14.7% | +23.2% |
| All | +29.6% | +15.9% | +13.7% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling