+85.5%
DE vs MAGS
+190.0%
-104.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.5% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | +9.0% | +3.2% | +5.8% | +8.3% |
| 3M | +19.1% | +7.7% | +11.5% | +17.1% |
| 6M | +14.4% | +12.5% | +1.9% | +11.0% |
| YTD | +45.9% | +6.0% | +40.0% | +43.4% |
| 1Y | +43.6% | +14.4% | +29.2% | +38.1% |
| 3Y | +75.9% | +127.5% | -51.6% | +43.1% |
| All | +85.5% | +190.0% | -104.6% | +49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling