+7.3%
DHR vs MAGS
+184.9%
-177.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.2% | +1.7% | -0.5% | +0.7% |
| 30D | +3.7% | -5.8% | +9.5% | +5.4% |
| 3M | +14.5% | +0.2% | +14.2% | +14.4% |
| 6M | +40.9% | -2.7% | +43.6% | +41.8% |
| YTD | +2.4% | +4.1% | -1.7% | +0.7% |
| 1Y | +6.1% | +7.5% | -1.4% | +3.4% |
| 3Y | +21.0% | +122.0% | -101.0% | -3.6% |
| All | +7.3% | +184.9% | -177.6% | -22.3% |
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