+191.5%
MAGS vs LDOS
+49.1%
+142.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +0.5% | -5.4% | +5.9% | +1.2% |
| 30D | +1.5% | +4.9% | -3.4% | +0.8% |
| 3M | +0.5% | +7.2% | -6.7% | -0.6% |
| 6M | +11.6% | -24.2% | +35.8% | +15.6% |
| YTD | +5.3% | -25.8% | +31.1% | +9.1% |
| 1Y | +14.9% | -24.7% | +39.6% | +18.6% |
| 3Y | +128.9% | +39.3% | +89.6% | +119.7% |
| All | +191.5% | +49.1% | +142.4% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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