+236.5%
DASH vs MAGS
+188.2%
+48.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -3.6% |
| 7D | -10.6% | +0.5% | -11.1% | -10.9% |
| 30D | +2.2% | +1.5% | +0.7% | +1.0% |
| 3M | +32.3% | +0.5% | +31.8% | +31.6% |
| 6M | +19.1% | +11.6% | +7.5% | +9.6% |
| YTD | -6.5% | +5.3% | -11.8% | -10.1% |
| 1Y | -14.9% | +14.9% | -29.8% | -22.9% |
| 3Y | +151.9% | +128.9% | +23.0% | +34.6% |
| All | +236.5% | +188.2% | +48.3% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling