+50.6%
LYB vs MAGS
+5.9%
+44.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -7.0% | -3.7% |
| 7D | -6.2% | -1.4% | -4.8% | -6.6% |
| 30D | +6.3% | -4.4% | +10.7% | +4.5% |
| 3M | +4.1% | +1.9% | +2.2% | +5.3% |
| 6M | -15.5% | +4.9% | -20.4% | -12.9% |
| YTD | +50.2% | +6.5% | +43.7% | +62.6% |
| 1Y | +50.6% | +6.3% | +44.3% | +63.4% |
| All | +50.6% | +5.9% | +44.8% | +63.4% |
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