+86.1%
DE vs MAGS
+187.1%
-101.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.4% | -1.8% | -0.6% | -2.0% |
| 30D | +9.7% | +1.1% | +8.6% | +9.4% |
| 3M | +21.4% | +7.7% | +13.6% | +19.3% |
| 6M | +15.0% | +11.7% | +3.3% | +11.7% |
| YTD | +46.4% | +4.9% | +41.5% | +44.2% |
| 1Y | +45.6% | +14.3% | +31.3% | +40.0% |
| 3Y | +76.8% | +128.9% | -52.1% | +43.8% |
| All | +86.1% | +187.1% | -101.0% | +50.6% |
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