+29.3%
LUV vs MAGS
+190.0%
-160.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.9% |
| 7D | -1.0% | +0.6% | -1.6% | -1.3% |
| 30D | -12.4% | +3.2% | -15.6% | -13.7% |
| 3M | -11.0% | +7.7% | -18.7% | -14.1% |
| 6M | -5.0% | +12.5% | -17.4% | -10.0% |
| YTD | -3.8% | +6.0% | -9.7% | -6.7% |
| 1Y | +25.9% | +14.4% | +11.5% | +17.9% |
| 3Y | +42.2% | +127.5% | -85.3% | +8.3% |
| All | +29.3% | +190.0% | -160.7% | +0.4% |
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