+40.8%
DHI vs MAGS
+187.1%
-146.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -6.1% | -1.8% | -4.3% | -5.7% |
| 30D | -10.1% | +1.1% | -11.2% | -10.3% |
| 3M | -7.3% | +7.7% | -15.0% | -9.0% |
| 6M | -6.1% | +11.7% | -17.8% | -8.8% |
| YTD | -5.0% | +4.9% | -9.9% | -6.5% |
| 1Y | -22.1% | +14.3% | -36.4% | -25.1% |
| 3Y | +19.2% | +128.9% | -109.7% | -14.0% |
| All | +40.8% | +187.1% | -146.3% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling