+158.7%
DINO vs MAGS
+190.0%
-31.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | +2.3% | +0.6% | +1.7% | +2.1% |
| 30D | +22.6% | +3.2% | +19.4% | +21.7% |
| 3M | +55.2% | +7.7% | +47.6% | +52.1% |
| 6M | +93.8% | +12.5% | +81.3% | +87.0% |
| YTD | +139.5% | +6.0% | +133.6% | +135.1% |
| 1Y | +115.3% | +14.4% | +100.9% | +105.8% |
| 3Y | +98.8% | +127.5% | -28.7% | +66.7% |
| All | +158.7% | +190.0% | -31.3% | +103.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling