+158.4%
DINO vs MAGS
+187.1%
-28.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.5% | -1.8% | +3.3% | +1.9% |
| 30D | +25.9% | +1.1% | +24.8% | +25.6% |
| 3M | +53.2% | +7.7% | +45.5% | +50.1% |
| 6M | +105.5% | +11.7% | +93.8% | +98.5% |
| YTD | +139.2% | +4.9% | +134.4% | +135.4% |
| 1Y | +117.4% | +14.3% | +103.0% | +107.6% |
| 3Y | +99.3% | +128.9% | -29.6% | +67.6% |
| All | +158.4% | +187.1% | -28.7% | +103.6% |
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