+209.2%
DOCN vs MAGS
+188.2%
+21.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +4.2% |
| 7D | +1.1% | +0.5% | +0.6% | +0.6% |
| 30D | -9.6% | +1.5% | -11.1% | -11.2% |
| 3M | -37.7% | +0.5% | -38.2% | -38.2% |
| 6M | +115.2% | +11.6% | +103.6% | +91.3% |
| YTD | +133.7% | +5.3% | +128.5% | +120.4% |
| 1Y | +250.2% | +14.9% | +235.3% | +204.1% |
| 3Y | +320.3% | +128.9% | +191.4% | +90.5% |
| All | +209.2% | +188.2% | +21.0% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling