+142.4%
LYV vs MAGS
+190.0%
-47.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | -1.9% | +0.6% | -2.6% | -2.2% |
| 30D | -8.2% | +3.2% | -11.4% | -9.4% |
| 3M | -1.3% | +7.7% | -8.9% | -4.7% |
| 6M | +2.6% | +12.5% | -9.8% | -3.1% |
| YTD | +19.4% | +6.0% | +13.4% | +15.7% |
| 1Y | -2.2% | +14.4% | -16.6% | -9.0% |
| 3Y | +106.0% | +127.5% | -21.5% | +37.7% |
| All | +142.4% | +190.0% | -47.6% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling