-5.7%
DHR vs MAGS
+186.6%
-192.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | -0.8% | +1.2% | -2.1% | -1.1% |
| 30D | +0.2% | -0.1% | +0.3% | +0.3% |
| 3M | +12.1% | +3.8% | +8.2% | +10.7% |
| 6M | +5.4% | +13.2% | -7.8% | +1.4% |
| YTD | -10.0% | +4.7% | -14.7% | -11.5% |
| 1Y | +4.1% | +14.4% | -10.3% | -0.7% |
| 3Y | -5.2% | +128.6% | -133.7% | -24.5% |
| All | -5.7% | +186.6% | -192.3% | -31.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling