+186.0%
DASH vs MAGS
+177.4%
+8.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.9% | -4.5% | -5.8% |
| 7D | +0.5% | -4.1% | +4.6% | +3.9% |
| 30D | -7.1% | -9.5% | +2.5% | +0.1% |
| 3M | -13.2% | -2.3% | -10.9% | -11.7% |
| 6M | +8.3% | -0.4% | +8.7% | +8.4% |
| YTD | -20.6% | +1.3% | -21.9% | -21.4% |
| 1Y | -24.4% | +0.4% | -24.8% | -24.5% |
| 3Y | +94.5% | +125.4% | -30.9% | +5.2% |
| All | +186.0% | +177.4% | +8.5% | +35.5% |
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