-17.7%
LVS vs MAGS
+15.9%
-33.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -1.5% | +0.5% | -2.0% | -1.6% |
| 30D | -3.2% | +1.5% | -4.7% | -3.7% |
| 3M | -12.0% | +0.5% | -12.4% | -11.8% |
| 6M | -19.9% | +11.6% | -31.5% | -24.1% |
| YTD | -30.6% | +5.3% | -35.9% | -33.0% |
| 1Y | -17.7% | +14.9% | -32.6% | -19.7% |
| All | -17.7% | +15.9% | -33.6% | -19.7% |
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 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