+1,197.9%
DELL vs MAGS
+187.1%
+1,010.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.2% |
| 7D | -1.9% | -1.8% | -0.1% | -0.4% |
| 30D | +14.9% | +1.1% | +13.8% | +13.8% |
| 3M | +37.2% | +7.7% | +29.5% | +27.8% |
| 6M | +254.0% | +11.7% | +242.3% | +218.5% |
| YTD | +306.1% | +4.9% | +301.3% | +287.4% |
| 1Y | +312.3% | +14.3% | +297.9% | +262.4% |
| 3Y | +654.0% | +128.9% | +525.1% | +310.7% |
| All | +1,197.9% | +187.1% | +1,010.8% | +533.2% |
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