+54.4%
DLR vs MAGS
+122.1%
-67.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +3.3% | +1.7% | +1.7% | +2.7% |
| 30D | +4.6% | -5.8% | +10.4% | +7.0% |
| 3M | -8.3% | +0.2% | -8.5% | -8.3% |
| 6M | -5.6% | -2.7% | -3.0% | -4.7% |
| YTD | +18.7% | +4.1% | +14.6% | +16.3% |
| 1Y | +17.1% | +7.5% | +9.6% | +13.2% |
| 3Y | +54.4% | +122.0% | -67.7% | +4.3% |
| All | +54.4% | +122.1% | -67.8% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling