+131.1%
MAGS vs LTH
+157.9%
-26.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +0.5% | -0.6% | +1.2% | +0.6% |
| 30D | +1.5% | -4.6% | +6.1% | +2.3% |
| 3M | +0.5% | +32.8% | -32.3% | -5.8% |
| 6M | +11.6% | +64.6% | -53.0% | -0.8% |
| YTD | +5.3% | +62.6% | -57.4% | -6.3% |
| 1Y | +14.9% | +49.9% | -35.1% | +3.9% |
| All | +131.1% | +157.9% | -26.8% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling