+319.1%
DELL vs MAGS
+15.9%
+303.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.5% |
| 7D | +14.9% | +0.5% | +14.3% | +14.5% |
| 30D | +13.3% | +1.5% | +11.8% | +12.2% |
| 3M | +24.4% | +0.5% | +23.9% | +23.6% |
| 6M | +258.0% | +11.6% | +246.4% | +234.5% |
| YTD | +320.2% | +5.3% | +314.9% | +313.9% |
| 1Y | +319.1% | +14.9% | +304.2% | +292.0% |
| All | +319.1% | +15.9% | +303.2% | +292.0% |
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 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