-99.9%
DFNS vs MAGS
+187.7%
-287.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.8% |
| 7D | +4.6% | +0.8% | +3.8% | +4.4% |
| 30D | -73.9% | +0.4% | -74.3% | -73.9% |
| 3M | -71.7% | +5.6% | -77.3% | -72.1% |
| 6M | -94.6% | +12.3% | -106.9% | -94.6% |
| YTD | -98.1% | +5.1% | -103.2% | -98.1% |
| 1Y | -98.3% | +14.0% | -112.3% | -98.3% |
| 3Y | -99.9% | +129.4% | -229.3% | -99.9% |
| All | -99.9% | +187.7% | -287.5% | -99.9% |
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 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