+191.0%
MAGS vs LEN
-14.7%
+205.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +0.8% | -3.4% | +4.2% | +1.4% |
| 30D | +0.4% | -5.7% | +6.1% | +1.4% |
| 3M | +5.6% | -12.2% | +17.8% | +7.7% |
| 6M | +12.3% | -18.3% | +30.6% | +15.7% |
| YTD | +5.1% | -20.2% | +25.3% | +8.1% |
| 1Y | +14.0% | -40.1% | +54.0% | +23.8% |
| 3Y | +129.4% | -26.2% | +155.6% | +121.6% |
| All | +191.0% | -14.7% | +205.7% | +177.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling