+94.3%
DOCN vs MAGS
+177.4%
-83.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.9% | -11.0% | -10.7% |
| 7D | -29.3% | -4.1% | -25.2% | -25.6% |
| 30D | -46.0% | -9.5% | -36.5% | -39.2% |
| 3M | -43.2% | -2.3% | -40.9% | -40.7% |
| 6M | -53.7% | -0.4% | -53.3% | -52.7% |
| YTD | +46.9% | +1.3% | +45.6% | +47.1% |
| 1Y | +54.3% | +0.4% | +54.0% | +56.1% |
| 3Y | +185.5% | +125.4% | +60.1% | +34.3% |
| All | +94.3% | +177.4% | -83.1% | -20.6% |
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