+185.6%
DASH vs MAGS
+180.2%
+5.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.9% |
| 7D | +0.4% | -1.4% | +1.8% | +1.7% |
| 30D | -6.0% | -8.4% | +2.3% | +0.2% |
| 3M | -15.8% | -1.5% | -14.2% | -14.8% |
| 6M | +7.0% | -1.4% | +8.3% | +7.8% |
| YTD | -20.7% | +2.4% | -23.0% | -22.1% |
| 1Y | -8.5% | +3.5% | -12.1% | -11.0% |
| 3Y | +101.8% | +125.3% | -23.5% | +9.3% |
| All | +185.6% | +180.2% | +5.3% | +34.3% |
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 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