-46.1%
DKNG vs MAGS
+15.0%
-61.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.9% |
| 7D | +3.0% | +0.6% | +2.4% | +2.8% |
| 30D | -3.0% | +3.2% | -6.2% | -4.3% |
| 3M | -17.6% | +7.7% | -25.3% | -20.1% |
| 6M | -3.2% | +12.5% | -15.7% | -9.1% |
| YTD | -28.2% | +6.0% | -34.2% | -31.4% |
| 1Y | -46.1% | +14.4% | -60.4% | -49.3% |
| All | -46.1% | +15.0% | -61.1% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling