+189.2%
MAGS vs LTH
+177.9%
+11.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.0% | +0.3% | -2.3% | -2.0% |
| 30D | -6.9% | +17.7% | -24.6% | -9.6% |
| 3M | +0.7% | +8.5% | -7.8% | -1.0% |
| 6M | -0.8% | +46.9% | -47.7% | -8.1% |
| YTD | +4.4% | +78.8% | -74.3% | -7.4% |
| 1Y | +3.9% | +84.9% | -81.0% | -8.6% |
| 3Y | +122.7% | +246.4% | -123.6% | +82.3% |
| All | +189.2% | +177.9% | +11.3% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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