-5.6%
DOCS vs MAGS
+185.9%
-191.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.2% |
| 7D | -4.2% | -2.0% | -2.2% | -3.0% |
| 30D | +8.6% | -6.9% | +15.5% | +13.5% |
| 3M | +27.2% | +0.7% | +26.6% | +26.8% |
| 6M | +26.5% | -0.8% | +27.3% | +26.5% |
| YTD | -25.0% | +4.4% | -29.4% | -27.3% |
| 1Y | -37.0% | +3.9% | -40.9% | -38.8% |
| 3Y | +39.4% | +122.7% | -83.3% | -19.3% |
| All | -5.6% | +185.9% | -191.5% | -54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling