+190.0%
MAGS vs LII
+51.8%
+138.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.8% |
| 7D | +1.3% | -1.2% | +2.5% | +1.6% |
| 30D | -6.3% | -2.0% | -4.4% | -6.2% |
| 3M | -0.1% | -20.2% | +20.2% | +5.5% |
| 6M | -0.8% | -32.5% | +31.8% | +8.1% |
| YTD | +4.7% | -27.4% | +32.1% | +10.2% |
| 1Y | +6.8% | -28.2% | +34.9% | +12.6% |
| 3Y | +128.9% | -7.2% | +136.2% | +116.1% |
| All | +190.0% | +51.8% | +138.2% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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