+123.2%
DLR vs MAGS
+190.0%
-66.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | -4.3% | +3.2% | -7.5% | -5.5% |
| 3M | +3.8% | +7.7% | -3.8% | +0.5% |
| 6M | +5.8% | +12.5% | -6.6% | +0.4% |
| YTD | +23.5% | +6.0% | +17.6% | +20.0% |
| 1Y | +11.1% | +14.4% | -3.3% | +4.2% |
| 3Y | +57.9% | +127.5% | -69.6% | +5.4% |
| All | +123.2% | +190.0% | -66.9% | +30.2% |
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