+188.2%
MAGS vs LEN
-11.1%
+199.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.7% | -5.8% | +7.5% | +2.6% |
| 30D | -5.8% | +13.7% | -19.5% | -8.0% |
| 3M | +0.2% | -3.9% | +4.1% | +0.6% |
| 6M | -2.7% | -0.4% | -2.3% | -3.3% |
| YTD | +4.1% | -16.8% | +20.9% | +6.0% |
| 1Y | +7.5% | -29.5% | +37.0% | +12.8% |
| 3Y | +122.0% | -25.6% | +147.6% | +115.7% |
| All | +188.2% | -11.1% | +199.3% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling