-100.0%
DFNS vs MAGS
+185.9%
-285.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.5% | +12.2% | +12.5% |
| 7D | -13.0% | -2.0% | -11.0% | -12.0% |
| 30D | -56.9% | -6.9% | -50.0% | -55.6% |
| 3M | -93.2% | +0.7% | -93.9% | -93.2% |
| 6M | -95.4% | -0.8% | -94.6% | -95.4% |
| YTD | -99.5% | +4.4% | -103.9% | -99.5% |
| 1Y | -99.6% | +3.9% | -103.6% | -99.6% |
| 3Y | -100.0% | +122.7% | -222.7% | -100.0% |
| All | -100.0% | +185.9% | -285.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling