+172.6%
DASH vs MAGS
+184.9%
-12.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -4.5% | +1.7% | -6.2% | -5.7% |
| 30D | -6.8% | -5.8% | -1.0% | -2.7% |
| 3M | -20.7% | +0.2% | -20.9% | -20.9% |
| 6M | +15.1% | -2.7% | +17.7% | +17.2% |
| YTD | -24.3% | +4.1% | -28.4% | -26.6% |
| 1Y | -12.1% | +7.5% | -19.7% | -16.7% |
| 3Y | +91.1% | +122.0% | -31.0% | +4.7% |
| All | +172.6% | +184.9% | -12.3% | +26.6% |
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