+173.8%
DAL vs MAGS
+125.8%
+48.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.1% | +1.4% |
| 7D | +8.8% | -1.4% | +10.2% | +10.0% |
| 30D | +5.4% | -8.4% | +13.8% | +12.3% |
| 3M | -4.9% | -1.5% | -3.4% | -4.0% |
| 6M | +19.8% | -1.4% | +21.2% | +20.5% |
| YTD | +27.0% | +2.4% | +24.6% | +24.0% |
| 1Y | +52.5% | +3.5% | +48.9% | +47.3% |
| 3Y | +173.8% | +125.3% | +48.6% | +71.3% |
| All | +173.8% | +125.8% | +48.1% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling