+1,267.7%
DELL vs MAGS
+186.6%
+1,081.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.3% |
| 7D | +25.6% | +1.2% | +24.4% | +24.4% |
| 30D | +17.7% | -0.1% | +17.8% | +17.8% |
| 3M | +33.4% | +3.8% | +29.6% | +28.5% |
| 6M | +266.2% | +13.2% | +253.0% | +225.2% |
| YTD | +328.0% | +4.7% | +323.3% | +308.7% |
| 1Y | +339.6% | +14.4% | +325.2% | +286.1% |
| 3Y | +694.6% | +128.6% | +566.0% | +333.4% |
| All | +1,267.7% | +186.6% | +1,081.1% | +568.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling