+159.1%
DAL vs MAGS
+184.9%
-25.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.1% |
| 7D | -1.1% | +1.7% | -2.8% | -2.2% |
| 30D | +12.8% | -5.8% | +18.6% | +17.5% |
| 3M | -5.3% | +0.2% | -5.5% | -5.5% |
| 6M | +22.4% | -2.7% | +25.0% | +24.3% |
| YTD | +25.6% | +4.1% | +21.5% | +21.5% |
| 1Y | +45.5% | +7.5% | +38.0% | +37.6% |
| 3Y | +161.0% | +122.0% | +38.9% | +64.7% |
| All | +159.1% | +184.9% | -25.8% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling