-7.8%
DHR vs MAGS
+187.1%
-194.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -5.0% | -1.8% | -3.2% | -4.5% |
| 30D | -3.3% | +1.1% | -4.4% | -3.6% |
| 3M | +9.4% | +7.7% | +1.7% | +6.9% |
| 6M | +3.2% | +11.7% | -8.6% | -0.4% |
| YTD | -12.0% | +4.9% | -16.9% | -13.6% |
| 1Y | +4.9% | +14.3% | -9.5% | +0.1% |
| 3Y | -7.4% | +128.9% | -136.3% | -26.2% |
| All | -7.8% | +187.1% | -194.9% | -33.4% |
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