+123.8%
DLR vs MAGS
+187.7%
-63.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +2.9% | +0.8% | +2.1% | +2.6% |
| 30D | -1.2% | +0.4% | -1.6% | -1.4% |
| 3M | +2.9% | +5.6% | -2.6% | +0.4% |
| 6M | +6.7% | +12.3% | -5.6% | +1.2% |
| YTD | +23.9% | +5.1% | +18.8% | +20.7% |
| 1Y | +18.6% | +14.0% | +4.7% | +11.4% |
| 3Y | +59.7% | +129.4% | -69.7% | +6.0% |
| All | +123.8% | +187.7% | -63.9% | +31.0% |
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