-14.9%
DASH vs MAGS
+15.9%
-30.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -3.4% |
| 7D | -10.6% | +0.5% | -11.1% | -11.0% |
| 30D | +2.2% | +1.5% | +0.7% | +0.8% |
| 3M | +32.3% | +0.5% | +31.8% | +31.7% |
| 6M | +19.1% | +11.6% | +7.5% | +7.5% |
| YTD | -6.5% | +5.3% | -11.8% | -10.8% |
| 1Y | -14.9% | +14.9% | -29.8% | -19.0% |
| All | -14.9% | +15.9% | -30.8% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling