+678.3%
DELL vs MAGS
+126.5%
+551.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | -0.1% |
| 7D | +8.7% | +0.8% | +7.9% | +7.9% |
| 30D | +16.9% | +0.4% | +16.5% | +16.5% |
| 3M | +40.4% | +5.6% | +34.9% | +32.7% |
| 6M | +267.1% | +12.3% | +254.8% | +226.0% |
| YTD | +329.1% | +5.1% | +324.0% | +307.0% |
| 1Y | +346.9% | +14.0% | +333.0% | +290.0% |
| All | +678.3% | +126.5% | +551.8% | +274.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling