-99.7%
DFNS vs MAGS
+4.1%
-103.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.8% | +13.6% | +14.3% |
| 7D | -37.0% | -0.3% | -36.7% | -36.7% |
| 30D | -63.4% | -7.1% | -56.3% | -57.6% |
| 3M | -94.1% | -0.7% | -93.4% | -94.0% |
| 6M | -96.3% | -1.5% | -94.8% | -96.2% |
| YTD | -99.6% | +3.9% | -103.5% | -99.5% |
| 1Y | -99.7% | +3.1% | -102.8% | -99.7% |
| All | -99.7% | +4.1% | -103.8% | -99.7% |
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