+114.1%
DASH vs MAGS
+126.1%
-12.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -1.0% |
| 7D | -4.8% | +1.3% | -6.1% | -5.4% |
| 30D | -7.9% | -6.3% | -1.6% | -3.4% |
| 3M | -16.3% | -0.1% | -16.3% | -16.3% |
| 6M | +10.4% | -0.8% | +11.1% | +10.8% |
| YTD | -20.1% | +4.7% | -24.8% | -22.9% |
| 1Y | -11.4% | +6.8% | -18.2% | -15.7% |
| 3Y | +114.1% | +128.9% | -14.8% | +19.6% |
| All | +114.1% | +126.1% | -12.0% | +19.6% |
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 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