+64.5%
DIA vs MAGS
+187.7%
-123.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -1.2% | +0.8% | -2.0% | -1.5% |
| 30D | -2.7% | +0.4% | -3.1% | -2.8% |
| 3M | +3.3% | +5.6% | -2.3% | +1.3% |
| 6M | +10.4% | +12.3% | -1.9% | +6.0% |
| YTD | +10.0% | +5.1% | +4.9% | +7.7% |
| 1Y | +16.2% | +14.0% | +2.2% | +10.7% |
| 3Y | +58.7% | +129.4% | -70.6% | +23.3% |
| All | +64.5% | +187.7% | -123.2% | +18.8% |
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 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