+247.4%
DDOG vs MAGS
+187.7%
+59.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.4% | +6.8% | +6.9% |
| 7D | +7.7% | +0.8% | +6.9% | +7.0% |
| 30D | -13.6% | +0.4% | -14.0% | -13.8% |
| 3M | -0.9% | +5.6% | -6.5% | -5.6% |
| 6M | +75.2% | +12.3% | +62.9% | +58.3% |
| YTD | +65.7% | +5.1% | +60.6% | +58.6% |
| 1Y | +60.4% | +14.0% | +46.4% | +43.0% |
| 3Y | +130.7% | +129.4% | +1.3% | +2.5% |
| All | +247.4% | +187.7% | +59.7% | +29.0% |
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 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