-31.8%
LVS vs MAGS
+5.9%
-37.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.2% | +4.2% | +5.9% |
| 7D | +13.4% | -1.4% | +14.8% | +13.7% |
| 30D | +12.2% | -4.4% | +16.6% | +13.4% |
| 3M | -10.7% | +1.9% | -12.7% | -11.3% |
| 6M | -19.8% | +4.9% | -24.8% | -21.2% |
| YTD | -35.8% | +6.5% | -42.3% | -38.8% |
| 1Y | -31.8% | +6.3% | -38.1% | -35.0% |
| All | -31.8% | +5.9% | -37.7% | -35.0% |
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