-17.4%
LVS vs MAGS
+187.7%
-205.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.6% |
| 7D | -2.7% | +0.8% | -3.5% | -3.0% |
| 30D | -4.7% | +0.4% | -5.1% | -4.9% |
| 3M | -15.6% | +5.6% | -21.1% | -17.7% |
| 6M | -18.6% | +12.3% | -31.0% | -22.8% |
| YTD | -32.3% | +5.1% | -37.4% | -34.1% |
| 1Y | -18.0% | +14.0% | -32.0% | -22.9% |
| 3Y | -5.8% | +129.4% | -135.2% | -33.2% |
| All | -17.4% | +187.7% | -205.1% | -44.8% |
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