-22.4%
LVS vs MAGS
+184.9%
-207.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | -0.8% | +1.7% | -2.5% | -1.5% |
| 30D | +10.0% | -5.8% | +15.8% | +12.3% |
| 3M | -11.0% | +0.2% | -11.3% | -11.3% |
| 6M | -20.1% | -2.7% | -17.5% | -19.8% |
| YTD | -36.3% | +4.1% | -40.4% | -38.0% |
| 1Y | -36.8% | +7.5% | -44.4% | -39.3% |
| 3Y | -9.5% | +122.0% | -131.6% | -35.3% |
| All | -22.4% | +184.9% | -207.3% | -48.1% |
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