+177.0%
DAL vs MAGS
+184.5%
-7.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +1.0% |
| 7D | +10.7% | -0.3% | +11.0% | +11.1% |
| 30D | +12.5% | -7.1% | +19.6% | +18.4% |
| 3M | +3.6% | -0.7% | +4.4% | +4.0% |
| 6M | +26.7% | -1.5% | +28.3% | +27.7% |
| YTD | +34.3% | +3.9% | +30.3% | +30.0% |
| 1Y | +59.1% | +3.1% | +56.0% | +54.8% |
| 3Y | +179.9% | +121.6% | +58.2% | +76.8% |
| All | +177.0% | +184.5% | -7.5% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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