+219.5%
DOCN vs MAGS
+126.1%
+93.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.3% | +5.7% | +5.5% |
| 7D | -12.8% | +1.3% | -14.1% | -13.5% |
| 30D | -41.9% | -6.3% | -35.6% | -36.7% |
| 3M | -36.9% | -0.1% | -36.9% | -35.7% |
| 6M | -52.2% | -0.8% | -51.5% | -51.1% |
| YTD | +62.7% | +4.7% | +58.0% | +57.4% |
| 1Y | +58.2% | +6.8% | +51.5% | +50.3% |
| 3Y | +219.5% | +128.9% | +90.5% | +47.7% |
| All | +219.5% | +126.1% | +93.4% | +47.7% |
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