-8.9%
LUV vs MAGS
+15.1%
-24.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.3% |
| 7D | +0.7% | +0.8% | -0.2% | -0.1% |
| 30D | -13.4% | +0.4% | -13.9% | -13.8% |
| 3M | -9.6% | +5.6% | -15.2% | -13.2% |
| 6M | -8.9% | +12.3% | -21.2% | -20.3% |
| All | -8.9% | +15.1% | -24.0% | -20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling