-100.0%
DFNS vs MAGS
+184.9%
-284.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | -6.0% | +1.7% | -7.6% | -6.6% |
| 30D | -71.2% | -5.8% | -65.4% | -70.4% |
| 3M | -94.5% | +0.2% | -94.8% | -94.5% |
| 6M | -96.5% | -2.7% | -93.9% | -96.5% |
| YTD | -99.6% | +4.1% | -103.7% | -99.6% |
| 1Y | -99.7% | +7.5% | -107.2% | -99.7% |
| 3Y | -100.0% | +122.0% | -222.0% | -100.0% |
| All | -100.0% | +184.9% | -284.9% | -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 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