+19.8%
DDOG vs MAGS
+5.9%
+14.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.2% | -16.7% | -16.2% |
| 7D | -32.2% | -1.4% | -30.8% | -31.4% |
| 30D | -31.7% | -4.4% | -27.3% | -29.0% |
| 3M | -34.5% | +1.9% | -36.4% | -34.8% |
| 6M | +28.7% | +4.9% | +23.7% | +24.7% |
| YTD | +38.8% | +6.5% | +32.2% | +31.3% |
| 1Y | +19.8% | +6.3% | +13.5% | +13.1% |
| All | +19.8% | +5.9% | +14.0% | +13.1% |
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