-18.4%
LVS vs MAGS
+190.0%
-208.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -3.5% | +0.6% | -4.1% | -3.7% |
| 30D | -6.2% | +3.2% | -9.5% | -7.4% |
| 3M | -14.8% | +7.7% | -22.5% | -17.6% |
| 6M | -20.9% | +12.5% | -33.3% | -24.9% |
| YTD | -33.0% | +6.0% | -39.0% | -35.0% |
| 1Y | -20.0% | +14.4% | -34.4% | -24.9% |
| 3Y | -6.9% | +127.5% | -134.5% | -33.8% |
| All | -18.4% | +190.0% | -208.4% | -45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling