+35.2%
LYFT vs MAGS
+128.4%
-93.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.1% |
| 7D | -8.4% | +0.6% | -9.0% | -8.9% |
| 30D | -7.6% | +3.2% | -10.8% | -10.0% |
| 3M | +11.7% | +7.7% | +4.1% | +5.2% |
| 6M | +15.1% | +12.5% | +2.6% | +4.2% |
| YTD | -20.9% | +6.0% | -26.9% | -24.8% |
| 1Y | -16.4% | +14.4% | -30.8% | -25.4% |
| 3Y | +35.2% | +127.5% | -92.3% | -40.3% |
| All | +35.2% | +128.4% | -93.2% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling