-98.3%
DFNS vs MAGS
+15.9%
-114.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +3.7% |
| 7D | -16.0% | +0.5% | -16.5% | -16.7% |
| 30D | -77.7% | +1.5% | -79.2% | -78.4% |
| 3M | -77.2% | +0.5% | -77.6% | -77.9% |
| 6M | -95.2% | +11.6% | -106.8% | -96.0% |
| YTD | -98.0% | +5.3% | -103.2% | -98.0% |
| 1Y | -98.3% | +14.9% | -113.2% | -98.9% |
| All | -98.3% | +15.9% | -114.2% | -98.9% |
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