+20.7%
DHI vs MAGS
+128.4%
-107.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | -3.4% | +0.6% | -4.1% | -3.6% |
| 30D | -5.4% | +3.2% | -8.7% | -6.1% |
| 3M | -10.4% | +7.7% | -18.1% | -12.0% |
| 6M | -2.8% | +12.5% | -15.2% | -5.7% |
| YTD | -3.4% | +6.0% | -9.4% | -5.1% |
| 1Y | -22.9% | +14.4% | -37.3% | -25.9% |
| 3Y | +20.7% | +127.5% | -106.8% | -16.7% |
| All | +20.7% | +128.4% | -107.7% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling