+61.6%
DDOG vs MAGS
+15.9%
+45.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | +0.2% |
| 7D | -10.1% | +0.5% | -10.7% | -10.5% |
| 30D | -24.8% | +1.5% | -26.3% | -25.6% |
| 3M | -12.6% | +0.5% | -13.1% | -12.8% |
| 6M | +79.9% | +11.6% | +68.4% | +64.6% |
| YTD | +56.6% | +5.3% | +51.3% | +49.8% |
| 1Y | +61.6% | +14.9% | +46.7% | +41.5% |
| All | +61.6% | +15.9% | +45.7% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling